+18.0%
KMB vs KGC
+646.4%
-628.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.5% |
| 7D | -3.0% | -1.3% | -1.8% | -3.0% |
| 30D | -5.5% | +20.3% | -25.8% | -6.4% |
| 3M | +14.0% | +8.1% | +5.9% | +13.3% |
| 6M | +4.1% | -8.8% | +12.9% | +4.2% |
| YTD | +8.0% | +10.1% | -2.0% | +7.1% |
| 1Y | -13.7% | +44.2% | -58.0% | -15.9% |
| 3Y | -5.9% | +533.0% | -539.0% | -16.3% |
| 5Y | -8.6% | +443.0% | -451.6% | -18.8% |
| All | +18.0% | +646.4% | -628.4% | +4.3% |
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