-9.3%
SSPC vs KMB
+10.5%
-19.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +3.2% | -15.1% | -13.3% |
| 7D | -13.9% | +3.4% | -17.3% | -15.0% |
| 30D | +14.3% | +14.7% | -0.4% | +14.3% |
| 3M | -35.2% | +3.3% | -38.5% | -35.9% |
| All | -9.3% | +10.5% | -19.8% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling