+14.7%
KMB vs GWW
+553.5%
-538.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -4.0% |
| 7D | -8.6% | -0.5% | -8.1% | -8.5% |
| 30D | -7.5% | -1.4% | -6.1% | -7.3% |
| 3M | -0.6% | -3.6% | +3.0% | -0.1% |
| 6M | -1.5% | +15.1% | -16.7% | -4.3% |
| YTD | +1.6% | +27.5% | -25.9% | -3.2% |
| 1Y | -20.8% | +29.6% | -50.4% | -24.8% |
| 3Y | -12.4% | +90.1% | -102.5% | -23.5% |
| 5Y | -12.9% | +222.6% | -235.5% | -32.1% |
| 10Y | +14.7% | +566.5% | -551.8% | -20.5% |
| All | +14.7% | +553.5% | -538.8% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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