+3,094.0%
SPY vs KMB
+980.2%
+2,113.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.2% |
| 7D | +0.1% | -3.0% | +3.1% | +1.1% |
| 30D | +0.1% | -5.5% | +5.5% | +1.9% |
| 3M | +2.0% | +14.0% | -12.0% | -3.0% |
| 6M | +13.0% | +4.1% | +8.9% | +10.7% |
| YTD | +13.5% | +8.0% | +5.5% | +9.5% |
| 1Y | +20.0% | -13.7% | +33.7% | +24.2% |
| 3Y | +77.2% | -5.9% | +83.1% | +75.1% |
| 5Y | +81.9% | -8.6% | +90.5% | +79.9% |
| 10Y | +314.1% | +17.3% | +296.8% | +264.7% |
| All | +3,094.0% | +980.2% | +2,113.8% | +1,311.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling