+37.8%
KMB vs STLA
+0.5%
+37.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -1.5% |
| 7D | +0.1% | -11.6% | +11.7% | +0.8% |
| 30D | +10.2% | -6.2% | +16.4% | +10.6% |
| 3M | +1.5% | -24.6% | +26.1% | +3.1% |
| 6M | +16.6% | -44.9% | +61.5% | +20.7% |
| YTD | +12.1% | -62.3% | +74.3% | +18.3% |
| 1Y | +11.1% | -61.8% | +72.9% | +17.0% |
| 3Y | +1.9% | -75.3% | +77.3% | +9.5% |
| 5Y | -1.3% | -72.5% | +71.3% | +3.8% |
| 10Y | +37.8% | +0.8% | +37.0% | +30.5% |
| All | +37.8% | +0.5% | +37.3% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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