+38.7%
KMB vs SPG
+117.3%
-78.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.2% | +3.0% |
| 7D | +3.4% | +5.1% | -1.7% | +2.9% |
| 30D | +14.7% | +16.8% | -2.1% | +13.0% |
| 3M | +3.3% | +5.7% | -2.4% | +2.7% |
| 6M | +16.8% | +17.8% | -1.0% | +15.1% |
| YTD | +15.2% | +30.1% | -14.9% | +12.5% |
| 1Y | +13.3% | +32.8% | -19.5% | +10.4% |
| 3Y | +5.4% | +137.2% | -131.8% | -2.4% |
| 5Y | +2.7% | +81.5% | -78.7% | -3.9% |
| 10Y | +38.7% | +116.5% | -77.9% | +40.7% |
| All | +38.7% | +117.3% | -78.6% | +40.7% |
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