+307.9%
SPYM vs KMB
+38.4%
+269.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -0.6% | +6.0% | -6.6% | -2.1% |
| 30D | -3.7% | +13.5% | -17.2% | -7.0% |
| 3M | -2.7% | +3.8% | -6.5% | -3.9% |
| 6M | +2.2% | +15.6% | -13.3% | -2.4% |
| YTD | +10.9% | +14.0% | -3.1% | +5.9% |
| 1Y | +11.3% | +12.9% | -1.6% | +6.6% |
| 3Y | +76.8% | +3.7% | +73.1% | +69.0% |
| 5Y | +73.5% | -0.1% | +73.6% | +66.3% |
| 10Y | +307.9% | +41.1% | +266.8% | +254.8% |
| All | +307.9% | +38.4% | +269.6% | +254.8% |
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