-6.6%
KMB vs GWW
+96.2%
-102.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.7% |
| 7D | -3.0% | +1.4% | -4.4% | -3.2% |
| 30D | -5.5% | +3.3% | -8.7% | -5.9% |
| 3M | +14.0% | +2.9% | +11.1% | +13.4% |
| 6M | +4.1% | +15.8% | -11.7% | +1.9% |
| YTD | +8.0% | +32.0% | -24.0% | +4.1% |
| 1Y | -13.7% | +29.9% | -43.6% | -16.9% |
| All | -6.6% | +96.2% | -102.8% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling