-60.5%
SPCH vs KMB
+10.5%
-71.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.2% | +8.7% | +13.4% |
| 7D | +6.2% | +3.4% | +2.8% | +8.3% |
| 30D | -28.1% | +14.7% | -42.8% | -27.2% |
| 3M | -0.5% | +3.3% | -3.8% | +1.5% |
| All | -60.5% | +10.5% | -71.0% | -63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 6mo: compounded portfolio wealth divided by compounded KMB 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…
6mo analysis · Full analysis span regression · Available span rolling