-12.9%
KMB vs SPMO
+149.2%
-162.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -8.6% | +2.7% | -11.3% | -8.7% |
| 30D | -7.5% | +1.1% | -8.6% | -7.6% |
| 3M | -0.6% | +2.0% | -2.7% | -1.0% |
| 6M | -1.5% | +26.5% | -28.1% | -4.3% |
| YTD | +1.6% | +26.5% | -24.9% | -1.2% |
| 1Y | -20.8% | +27.9% | -48.7% | -23.1% |
| 3Y | -12.4% | +160.4% | -172.8% | -26.9% |
| 5Y | -12.9% | +151.5% | -164.4% | -29.4% |
| All | -12.9% | +149.2% | -162.1% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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