-0.6%
KMB vs SPG
+74.6%
-75.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.7% | -2.0% |
| 7D | +0.5% | +4.9% | -4.4% | -0.5% |
| 30D | +12.4% | +15.6% | -3.2% | +9.3% |
| 3M | +1.0% | +4.1% | -3.1% | +0.1% |
| 6M | +12.1% | +13.6% | -1.4% | +9.6% |
| YTD | +11.6% | +27.5% | -15.9% | +7.1% |
| 1Y | +13.1% | +32.2% | -19.1% | +7.9% |
| 3Y | +1.6% | +126.0% | -124.4% | -11.8% |
| All | -0.6% | +74.6% | -75.2% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling