+3.1%
KMB vs SITM
+3,519.6%
-3,516.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -3.0% | +32.5% | -35.5% | -3.0% |
| 30D | +9.1% | -18.8% | +27.9% | +9.2% |
| 3M | -0.4% | -30.9% | +30.4% | -0.3% |
| 6M | +13.0% | -44.5% | +57.4% | +13.4% |
| YTD | +10.3% | +33.2% | -22.9% | +9.1% |
| 1Y | +8.2% | +53.8% | -45.6% | +6.8% |
| 3Y | +0.4% | +335.7% | -335.3% | -4.4% |
| 5Y | -2.7% | +84.6% | -87.3% | -7.0% |
| All | +3.1% | +3,519.6% | -3,516.6% | -21.2% |
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