+3.4%
KMB vs SPYG
+90.7%
-87.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -1.1% |
| 7D | +6.0% | -1.9% | +8.0% | +5.9% |
| 30D | +13.5% | -9.2% | +22.6% | +12.7% |
| 3M | +3.8% | -6.8% | +10.6% | +3.2% |
| 6M | +15.6% | -2.6% | +18.2% | +15.4% |
| YTD | +14.0% | +7.5% | +6.5% | +14.1% |
| 1Y | +12.9% | +6.7% | +6.3% | +13.0% |
| All | +3.4% | +90.7% | -87.3% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling