+35.5%
KMB vs KGC
+635.9%
-600.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -1.4% |
| 7D | -3.0% | -4.1% | +1.1% | -2.8% |
| 30D | +9.1% | -11.6% | +20.7% | +9.6% |
| 3M | -0.4% | -24.5% | +24.1% | +0.8% |
| 6M | +13.0% | -34.6% | +47.5% | +14.9% |
| YTD | +10.3% | -26.2% | +36.5% | +11.4% |
| 1Y | +8.2% | -20.1% | +28.3% | +8.8% |
| 3Y | +0.4% | +312.4% | -312.0% | -8.2% |
| 5Y | -2.7% | +224.9% | -227.6% | -10.8% |
| All | +35.5% | +635.9% | -600.5% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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