+828.4%
SPYM vs KMB
+285.6%
+542.8%
-54.5%
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% | +3.2% | +1.2% |
| 30D | +0.1% | -5.5% | +5.5% | +2.1% |
| 3M | +2.0% | +14.0% | -12.0% | -3.5% |
| 6M | +13.1% | +4.1% | +9.0% | +10.4% |
| YTD | +13.6% | +8.0% | +5.6% | +9.1% |
| 1Y | +20.1% | -13.7% | +33.8% | +25.0% |
| 3Y | +77.6% | -5.9% | +83.5% | +74.5% |
| 5Y | +82.5% | -8.6% | +91.2% | +79.4% |
| 10Y | +317.6% | +17.3% | +300.3% | +253.5% |
| All | +828.4% | +285.6% | +542.8% | +316.5% |
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