+308.7%
SPGI vs KMB
+17.2%
+291.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.0% |
| 7D | +0.1% | -3.0% | +3.2% | +1.2% |
| 30D | +8.4% | -5.5% | +13.9% | +10.5% |
| 3M | +11.8% | +14.0% | -2.1% | +6.5% |
| 6M | +5.7% | +4.1% | +1.6% | +3.8% |
| YTD | -9.7% | +8.0% | -17.7% | -12.9% |
| 1Y | -12.5% | -13.7% | +1.3% | -8.6% |
| 3Y | +21.8% | -5.9% | +27.8% | +20.8% |
| 5Y | +8.2% | -8.6% | +16.8% | +7.5% |
| All | +308.7% | +17.2% | +291.5% | +285.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling