-10.9%
KMB vs GWW
+222.6%
-233.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.7% | -1.5% |
| 7D | -2.7% | -1.5% | -1.2% | -2.5% |
| 30D | -5.0% | +1.1% | -6.1% | -5.2% |
| 3M | +6.6% | -1.0% | +7.6% | +6.6% |
| 6M | +1.0% | +16.3% | -15.3% | -1.9% |
| YTD | +6.0% | +28.5% | -22.6% | +1.0% |
| 1Y | -16.6% | +30.3% | -46.9% | -20.7% |
| 3Y | -8.6% | +91.6% | -100.2% | -20.7% |
| 5Y | -10.9% | +224.0% | -234.8% | -31.0% |
| All | -10.9% | +222.6% | -233.5% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling