+13.5%
KMB vs GWRE
+131.0%
-117.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -6.5% | -13.2% | +6.7% | -5.6% |
| 30D | -8.8% | -18.6% | +9.8% | -7.7% |
| 3M | -2.2% | +18.9% | -21.1% | -3.5% |
| 6M | +0.7% | -11.0% | +11.6% | +0.6% |
| YTD | +1.0% | -29.9% | +30.9% | +2.7% |
| 1Y | -20.3% | -44.3% | +24.0% | -17.5% |
| 3Y | -13.3% | +51.7% | -64.9% | -19.0% |
| 5Y | -12.9% | +15.4% | -28.4% | -17.3% |
| All | +13.5% | +131.0% | -117.5% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GWRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling