+1,006.0%
KMB vs SPY
+3,091.8%
-2,085.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -3.0% | +0.1% | -3.1% | -3.1% |
| 30D | -5.5% | +0.1% | -5.5% | -5.5% |
| 3M | +14.0% | +2.0% | +12.0% | +12.7% |
| 6M | +4.1% | +13.0% | -8.9% | -2.2% |
| YTD | +8.0% | +13.5% | -5.5% | +1.2% |
| 1Y | -13.7% | +20.0% | -33.7% | -21.5% |
| 3Y | -5.9% | +77.2% | -83.1% | -30.8% |
| 5Y | -8.6% | +81.9% | -90.5% | -34.7% |
| 10Y | +17.3% | +314.1% | -296.8% | -47.0% |
| All | +1,006.0% | +3,091.8% | -2,085.8% | +12.8% |
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