+307.3%
SPY vs KMB
+41.7%
+265.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.2% | -0.9% | +1.5% |
| 7D | +0.1% | +3.4% | -3.3% | -0.8% |
| 30D | -3.3% | +14.7% | -18.0% | -6.9% |
| 3M | -2.4% | +3.3% | -5.7% | -3.5% |
| 6M | +2.6% | +16.8% | -14.2% | -2.3% |
| YTD | +11.2% | +15.2% | -4.0% | +6.0% |
| 1Y | +13.4% | +13.3% | +0.1% | +8.6% |
| 3Y | +79.9% | +5.4% | +74.5% | +71.2% |
| 5Y | +72.2% | +2.7% | +69.5% | +63.7% |
| 10Y | +307.3% | +38.7% | +268.7% | +257.8% |
| All | +307.3% | +41.7% | +265.6% | +257.8% |
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