+16.8%
KMB vs SPY
+311.3%
-294.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | -2.7% | +0.5% | -3.3% | -2.9% |
| 30D | -5.0% | -0.9% | -4.1% | -4.7% |
| 3M | +6.6% | +3.9% | +2.7% | +5.0% |
| 6M | +1.0% | +14.5% | -13.6% | -4.3% |
| YTD | +6.0% | +12.9% | -7.0% | +0.8% |
| 1Y | -16.6% | +19.4% | -36.0% | -22.5% |
| 3Y | -8.6% | +78.5% | -87.1% | -29.5% |
| 5Y | -10.9% | +81.8% | -92.6% | -32.8% |
| 10Y | +16.8% | +311.5% | -294.7% | -46.1% |
| All | +16.8% | +311.3% | -294.5% | -46.1% |
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