+149.0%
KMB vs GWRE
+793.8%
-644.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.8% | +5.9% | -1.4% |
| 7D | -2.7% | -25.6% | +22.8% | -0.8% |
| 30D | -5.0% | -12.2% | +7.2% | -4.4% |
| 3M | +6.6% | +17.7% | -11.1% | +4.9% |
| 6M | +1.0% | -11.3% | +12.3% | +1.0% |
| YTD | +6.0% | -25.5% | +31.5% | +7.2% |
| 1Y | -16.6% | -42.8% | +26.2% | -13.9% |
| 3Y | -8.6% | +59.0% | -67.7% | -14.6% |
| 5Y | -10.9% | +21.6% | -32.5% | -15.7% |
| 10Y | +16.8% | +139.2% | -122.4% | +1.5% |
| All | +149.0% | +793.8% | -644.8% | +107.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling