+9.5%
SPGI vs KMB
-8.4%
+17.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.2% |
| 7D | +0.1% | -3.0% | +3.2% | +0.9% |
| 30D | +8.4% | -5.5% | +13.9% | +9.9% |
| 3M | +11.8% | +14.0% | -2.1% | +8.4% |
| 6M | +5.7% | +4.1% | +1.6% | +4.5% |
| YTD | -9.7% | +8.0% | -17.7% | -11.7% |
| 1Y | -12.5% | -13.7% | +1.3% | -9.2% |
| 3Y | +21.8% | -5.9% | +27.8% | +21.0% |
| All | +9.5% | -8.4% | +17.8% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling