-9.2%
KMB vs SPYG
+84.6%
-93.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.9% |
| 7D | -2.7% | +1.2% | -3.9% | -2.8% |
| 30D | -5.0% | -1.6% | -3.5% | -4.9% |
| 3M | +6.6% | +3.4% | +3.2% | +6.3% |
| 6M | +1.0% | +18.9% | -17.9% | -0.6% |
| YTD | +6.0% | +13.8% | -7.8% | +4.6% |
| 1Y | -16.6% | +20.6% | -37.2% | -18.3% |
| 3Y | -8.6% | +100.5% | -109.1% | -18.2% |
| All | -9.2% | +84.6% | -93.8% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling