-1.3%
KMB vs GWW
+224.6%
-225.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.9% |
| 7D | +0.1% | 0.0% | +0.1% | 0.0% |
| 30D | +10.2% | +14.0% | -3.7% | +7.8% |
| 3M | +1.5% | +14.4% | -12.9% | -0.9% |
| 6M | +16.6% | +21.7% | -5.1% | +12.5% |
| YTD | +12.1% | +48.4% | -36.4% | +4.1% |
| 1Y | +11.1% | +58.4% | -47.3% | +1.9% |
| 3Y | +1.9% | +92.3% | -90.3% | -11.4% |
| 5Y | -1.3% | +221.8% | -223.1% | -26.1% |
| All | -1.3% | +224.6% | -225.8% | -26.1% |
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 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