+0.9%
KMB vs SITM
+4,608.4%
-4,607.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.5% | -8.2% | -1.6% |
| 7D | -3.0% | +9.7% | -12.8% | -3.1% |
| 30D | -5.5% | +12.7% | -18.2% | -5.6% |
| 3M | +14.0% | -13.4% | +27.4% | +14.1% |
| 6M | +4.1% | +59.6% | -55.5% | +3.0% |
| YTD | +8.0% | +73.3% | -65.3% | +6.8% |
| 1Y | -13.7% | +165.5% | -179.3% | -15.4% |
| 3Y | -5.9% | +368.7% | -374.7% | -10.1% |
| 5Y | -8.6% | +172.5% | -181.1% | -13.4% |
| All | +0.9% | +4,608.4% | -4,607.5% | -23.0% |
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