+1,782.5%
KMB vs GWW
+14,492.5%
-12,710.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.8% |
| 7D | -3.0% | +1.4% | -4.4% | -3.4% |
| 30D | -5.5% | +3.3% | -8.7% | -6.2% |
| 3M | +14.0% | +2.9% | +11.1% | +13.1% |
| 6M | +4.1% | +15.8% | -11.7% | +0.6% |
| YTD | +8.0% | +32.0% | -24.0% | +1.2% |
| 1Y | -13.7% | +29.9% | -43.6% | -19.0% |
| 3Y | -5.9% | +91.1% | -97.0% | -19.8% |
| 5Y | -8.6% | +223.9% | -232.6% | -31.6% |
| 10Y | +17.3% | +567.0% | -549.8% | -28.7% |
| All | +1,782.5% | +14,492.5% | -12,710.0% | +401.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling