-5.3%
KMB vs SITM
+4,532.8%
-4,538.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.2% |
| 7D | -7.7% | +4.8% | -12.5% | -7.7% |
| 30D | -8.2% | -9.7% | +1.5% | -8.2% |
| 3M | -1.9% | -9.3% | +7.4% | -1.9% |
| 6M | -0.7% | +69.5% | -70.2% | -1.8% |
| YTD | +1.4% | +70.5% | -69.1% | +0.2% |
| 1Y | -19.1% | +145.3% | -164.4% | -20.6% |
| 3Y | -12.6% | +432.8% | -445.4% | -16.8% |
| 5Y | -12.7% | +174.0% | -186.7% | -17.3% |
| All | -5.3% | +4,532.8% | -4,538.2% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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