+14,609.4%
SPGI vs KMB
+1,887.9%
+12,721.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.9% | -0.4% |
| 7D | +0.3% | +0.5% | -0.2% | +0.1% |
| 30D | +18.4% | +12.4% | +6.0% | +13.7% |
| 3M | +15.7% | +1.0% | +14.7% | +15.2% |
| 6M | +17.3% | +12.1% | +5.1% | +12.5% |
| YTD | -4.7% | +11.6% | -16.3% | -9.0% |
| 1Y | +1.8% | +13.1% | -11.3% | -3.2% |
| 3Y | +31.7% | +1.6% | +30.1% | +27.7% |
| 5Y | +12.1% | -0.3% | +12.4% | +8.6% |
| 10Y | +341.9% | +37.9% | +304.0% | +278.1% |
| All | +14,609.4% | +1,887.9% | +12,721.5% | +6,709.4% |
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