+283.6%
KMB vs SPXU
-100.0%
+383.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.4% |
| 7D | -3.0% | -0.1% | -2.9% | -3.0% |
| 30D | -5.5% | +0.8% | -6.3% | -5.3% |
| 3M | +14.0% | -4.7% | +18.7% | +13.4% |
| 6M | +4.1% | -29.6% | +33.7% | -0.5% |
| YTD | +8.0% | -29.9% | +37.9% | +3.3% |
| 1Y | -13.7% | -39.1% | +25.3% | -19.1% |
| 3Y | -5.9% | -80.0% | +74.1% | -23.4% |
| 5Y | -8.6% | -86.0% | +77.4% | -25.6% |
| 10Y | +17.3% | -99.5% | +116.8% | -39.1% |
| All | +283.6% | -100.0% | +383.6% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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