+13,845.6%
SPGI vs KMB
+1,824.3%
+12,021.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.0% |
| 7D | +0.1% | -3.0% | +3.2% | +1.1% |
| 30D | +8.4% | -5.5% | +13.9% | +10.4% |
| 3M | +11.8% | +14.0% | -2.1% | +6.8% |
| 6M | +5.7% | +4.1% | +1.6% | +3.9% |
| YTD | -9.7% | +8.0% | -17.7% | -12.7% |
| 1Y | -12.5% | -13.7% | +1.3% | -9.2% |
| 3Y | +21.8% | -5.9% | +27.8% | +21.3% |
| 5Y | +8.2% | -8.6% | +16.8% | +8.0% |
| 10Y | +309.5% | +17.3% | +292.2% | +269.8% |
| All | +13,845.6% | +1,824.3% | +12,021.4% | +6,431.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling