+39.4%
KMB vs SPMO
+495.2%
-455.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.4% |
| 7D | +0.9% | +6.3% | -5.4% | -0.4% |
| 30D | +10.1% | -8.9% | +18.9% | +11.9% |
| 3M | 0.0% | -13.2% | +13.3% | +2.7% |
| 6M | +15.7% | -9.3% | +25.0% | +16.6% |
| YTD | +12.6% | +11.6% | +1.1% | +7.3% |
| 1Y | +10.1% | +13.4% | -3.3% | +4.3% |
| 3Y | +2.1% | +122.9% | -120.7% | -23.4% |
| 5Y | -0.7% | +113.9% | -114.6% | -25.2% |
| 10Y | +38.5% | +460.5% | -422.0% | -21.8% |
| All | +39.4% | +495.2% | -455.8% | -21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling