+38.3%
KMB vs SPY
+307.0%
-268.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | +0.9% | +2.6% | -1.7% | 0.0% |
| 30D | +10.1% | -2.0% | +12.1% | +10.8% |
| 3M | 0.0% | -2.8% | +2.8% | +1.0% |
| 6M | +15.7% | +2.1% | +13.5% | +14.4% |
| YTD | +12.6% | +11.5% | +1.2% | +7.6% |
| 1Y | +10.1% | +13.5% | -3.3% | +4.5% |
| 3Y | +2.1% | +77.7% | -75.6% | -21.1% |
| 5Y | -0.7% | +72.6% | -73.3% | -23.2% |
| All | +38.3% | +307.0% | -268.7% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling