+250.1%
SPOT vs KMB
+25.1%
+225.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -6.9% | -7.7% | +0.8% | -6.8% |
| 30D | +4.1% | -8.2% | +12.3% | +4.2% |
| 3M | +3.7% | -1.9% | +5.6% | +3.9% |
| 6M | -1.6% | -0.7% | -0.9% | -1.5% |
| YTD | -10.2% | +1.4% | -11.5% | -9.9% |
| 1Y | -25.9% | -19.1% | -6.8% | -26.1% |
| 3Y | +235.6% | -12.6% | +248.2% | +233.1% |
| 5Y | +110.6% | -12.7% | +123.2% | +108.3% |
| All | +250.1% | +25.1% | +225.1% | +257.9% |
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