+4.7%
KMB vs SITM
+3,535.1%
-3,530.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.3% | -8.0% | -1.7% |
| 7D | +0.1% | +17.2% | -17.1% | +0.1% |
| 30D | +10.2% | -17.1% | +27.3% | +10.3% |
| 3M | +1.5% | -29.2% | +30.6% | +1.6% |
| 6M | +16.6% | -47.6% | +64.2% | +17.2% |
| YTD | +12.1% | +33.8% | -21.7% | +10.8% |
| 1Y | +11.1% | +54.1% | -43.0% | +9.6% |
| 3Y | +1.9% | +337.6% | -335.6% | -2.9% |
| 5Y | -1.3% | +89.7% | -91.0% | -5.7% |
| All | +4.7% | +3,535.1% | -3,530.4% | -20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling