+1,844.7%
KMB vs KGC
+229.2%
+1,615.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.8% | -1.9% |
| 7D | +0.5% | +10.5% | -10.0% | +0.3% |
| 30D | +12.4% | -4.1% | +16.4% | +12.4% |
| 3M | +1.0% | -13.1% | +14.1% | +1.1% |
| 6M | +12.1% | -27.5% | +39.7% | +12.5% |
| YTD | +11.6% | -20.7% | +32.3% | +11.8% |
| 1Y | +13.1% | -6.1% | +19.2% | +13.0% |
| 3Y | +1.6% | +318.6% | -317.0% | -0.7% |
| 5Y | -0.3% | +289.9% | -290.3% | -2.8% |
| 10Y | +37.9% | +501.8% | -463.9% | +33.4% |
| All | +1,844.7% | +229.2% | +1,615.5% | +1,755.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling