+18.0%
KMB vs SPG
+59.6%
-41.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | -3.0% | -2.4% | -0.7% | -2.8% |
| 30D | -5.5% | -6.8% | +1.4% | -4.8% |
| 3M | +14.0% | +2.7% | +11.3% | +13.8% |
| 6M | +4.1% | +5.5% | -1.4% | +3.6% |
| YTD | +8.0% | +15.7% | -7.7% | +6.7% |
| 1Y | -13.7% | +20.9% | -34.6% | -15.2% |
| 3Y | -5.9% | +112.4% | -118.3% | -12.1% |
| 5Y | -8.6% | +101.4% | -110.0% | -14.9% |
| All | +18.0% | +59.6% | -41.6% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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