+322.9%
SPYM vs KMB
+12.7%
+310.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +0.6% |
| 7D | -0.4% | -8.6% | +8.3% | +2.0% |
| 30D | -1.4% | -7.5% | +6.2% | +0.7% |
| 3M | +3.7% | -0.6% | +4.4% | +3.5% |
| 6M | +13.0% | -1.5% | +14.6% | +12.8% |
| YTD | +12.5% | +1.6% | +10.9% | +11.0% |
| 1Y | +18.6% | -20.8% | +39.4% | +25.5% |
| 3Y | +78.0% | -12.4% | +90.4% | +79.2% |
| 5Y | +82.3% | -12.9% | +95.2% | +82.0% |
| 10Y | +322.9% | +14.7% | +308.1% | +291.2% |
| All | +322.9% | +12.7% | +310.2% | +291.2% |
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