+1,782.5%
KMB vs KGC
+357.0%
+1,425.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.6% |
| 7D | -3.0% | -1.3% | -1.8% | -3.0% |
| 30D | -5.5% | +20.3% | -25.8% | -5.7% |
| 3M | +14.0% | +8.1% | +5.9% | +13.8% |
| 6M | +4.1% | -8.8% | +12.9% | +4.1% |
| YTD | +8.0% | +10.1% | -2.0% | +7.8% |
| 1Y | -13.7% | +44.2% | -58.0% | -14.3% |
| 3Y | -5.9% | +533.0% | -539.0% | -8.6% |
| 5Y | -8.6% | +443.0% | -451.6% | -11.3% |
| 10Y | +17.3% | +678.6% | -661.3% | +13.0% |
| All | +1,782.5% | +357.0% | +1,425.5% | +1,688.8% |
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