+255.9%
SPOT vs KMB
+2.0%
+253.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.5% |
| 7D | -3.0% | +0.1% | -3.0% | -3.0% |
| 30D | +15.2% | +10.2% | +5.0% | +15.3% |
| 3M | +21.6% | +1.5% | +20.1% | +21.3% |
| 6M | +45.2% | +16.6% | +28.6% | +47.2% |
| YTD | +4.9% | +12.1% | -7.2% | +6.2% |
| 1Y | -4.8% | +11.1% | -15.8% | -3.7% |
| All | +255.9% | +2.0% | +253.9% | +243.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling