+38.7%
KMB vs SPY
+315.0%
-276.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.9% | +2.4% |
| 7D | +3.4% | +0.1% | +3.3% | +3.3% |
| 30D | +14.7% | -3.3% | +18.0% | +16.0% |
| 3M | +3.3% | -2.4% | +5.7% | +4.1% |
| 6M | +16.8% | +2.6% | +14.2% | +15.4% |
| YTD | +15.2% | +11.2% | +4.0% | +10.2% |
| 1Y | +13.3% | +13.4% | -0.1% | +7.5% |
| 3Y | +5.4% | +79.9% | -74.5% | -19.0% |
| 5Y | +2.7% | +72.2% | -69.5% | -20.5% |
| 10Y | +38.7% | +307.3% | -268.7% | -34.0% |
| All | +38.7% | +315.0% | -276.4% | -34.0% |
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