-12.8%
KMB vs SITM
+412.8%
-425.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -4.2% |
| 7D | -8.6% | +3.7% | -12.3% | -8.5% |
| 30D | -7.5% | -14.5% | +7.0% | -8.0% |
| 3M | -0.6% | -10.6% | +9.9% | -0.5% |
| 6M | -1.5% | +65.5% | -67.1% | -0.3% |
| YTD | +1.6% | +67.0% | -65.4% | +3.1% |
| 1Y | -20.8% | +138.6% | -159.4% | -18.7% |
| All | -12.8% | +412.8% | -425.6% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling