+1,042.6%
KMB vs SPY
+2,954.7%
-1,912.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.2% | -2.0% |
| 7D | +0.5% | -2.7% | +3.2% | +1.7% |
| 30D | +12.4% | -5.4% | +17.8% | +15.3% |
| 3M | +1.0% | -4.1% | +5.1% | +2.9% |
| 6M | +12.1% | +0.7% | +11.4% | +11.3% |
| YTD | +11.6% | +8.7% | +3.0% | +6.6% |
| 1Y | +13.1% | +10.9% | +2.2% | +6.9% |
| 3Y | +1.6% | +75.0% | -73.4% | -24.9% |
| 5Y | -0.3% | +67.8% | -68.1% | -25.9% |
| 10Y | +37.9% | +312.9% | -274.9% | -37.7% |
| All | +1,042.6% | +2,954.7% | -1,912.1% | +18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling