+11.6%
SPY vs KMB
+13.3%
-1.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.2% | -0.9% | +2.3% |
| 7D | +0.1% | +3.4% | -3.3% | 0.0% |
| 30D | -3.3% | +14.7% | -18.0% | -3.6% |
| 3M | -2.4% | +3.3% | -5.7% | -2.5% |
| 6M | +2.6% | +16.8% | -14.2% | +2.6% |
| YTD | +11.2% | +15.2% | -4.0% | +11.5% |
| All | +11.6% | +13.3% | -1.7% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling