+231.7%
SPOT vs KMB
-12.8%
+244.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -1.2% |
| 7D | -6.5% | -8.6% | +2.1% | -6.9% |
| 30D | +2.2% | -7.5% | +9.7% | +1.8% |
| 3M | +5.4% | -0.6% | +6.0% | +6.0% |
| 6M | -4.0% | -1.5% | -2.5% | -3.7% |
| YTD | -9.9% | +1.6% | -11.5% | -8.9% |
| 1Y | -27.3% | -20.8% | -6.5% | -30.0% |
| All | +231.7% | -12.8% | +244.5% | +217.5% |
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