-12.7%
KMB vs GWRE
+14.4%
-27.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.2% |
| 7D | -7.7% | -30.9% | +23.3% | -6.6% |
| 30D | -8.2% | -20.7% | +12.5% | -7.6% |
| 3M | -1.9% | +20.2% | -22.0% | -2.3% |
| 6M | -0.7% | -11.9% | +11.2% | -0.6% |
| YTD | +1.4% | -30.3% | +31.7% | +2.3% |
| 1Y | -19.1% | -44.6% | +25.5% | -17.7% |
| 3Y | -12.6% | +48.8% | -61.4% | -15.3% |
| 5Y | -12.7% | +14.8% | -27.4% | -18.7% |
| All | -12.7% | +14.4% | -27.1% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling