+15.7%
KMB vs SPMO
-9.2%
+24.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +1.7% |
| 7D | +0.9% | +6.3% | -5.4% | +2.6% |
| 30D | +10.1% | -8.9% | +18.9% | +7.1% |
| 3M | 0.0% | -13.2% | +13.3% | -3.9% |
| 6M | +15.7% | -9.3% | +25.0% | +13.7% |
| All | +15.7% | -9.2% | +24.9% | +13.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling