+13.5%
KMB vs SPYG
+424.6%
-411.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.5% |
| 7D | -6.5% | -0.9% | -5.6% | -6.3% |
| 30D | -8.8% | -1.5% | -7.3% | -8.5% |
| 3M | -2.2% | +3.7% | -5.9% | -3.2% |
| 6M | +0.7% | +16.4% | -15.8% | -3.6% |
| YTD | +1.0% | +13.3% | -12.3% | -2.6% |
| 1Y | -20.3% | +17.9% | -38.2% | -24.2% |
| 3Y | -13.3% | +98.3% | -111.6% | -31.4% |
| 5Y | -12.9% | +86.4% | -99.4% | -30.9% |
| All | +13.5% | +424.6% | -411.1% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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