+815.1%
SPYM vs KMB
+293.8%
+521.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.2% |
| 7D | +3.3% | -3.0% | +6.2% | +4.4% |
| 30D | -2.6% | +9.1% | -11.7% | -6.0% |
| 3M | -1.7% | -0.4% | -1.3% | -2.0% |
| 6M | +3.1% | +13.0% | -9.8% | -2.6% |
| YTD | +12.0% | +10.3% | +1.6% | +6.2% |
| 1Y | +12.1% | +8.2% | +3.9% | +7.1% |
| 3Y | +78.5% | +0.4% | +78.2% | +70.3% |
| 5Y | +73.8% | -2.7% | +76.5% | +65.9% |
| 10Y | +312.5% | +35.7% | +276.8% | +224.1% |
| All | +815.1% | +293.8% | +521.3% | +305.7% |
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