+38.7%
KMB vs STLA
+21.0%
+17.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.5% | +3.2% |
| 7D | +3.4% | -6.4% | +9.8% | +3.8% |
| 30D | +14.7% | -1.3% | +16.0% | +14.7% |
| 3M | +3.3% | -19.9% | +23.2% | +4.5% |
| 6M | +16.8% | -42.9% | +59.7% | +20.5% |
| YTD | +15.2% | -59.4% | +74.6% | +20.9% |
| 1Y | +13.3% | -56.8% | +70.1% | +18.3% |
| 3Y | +5.4% | -73.1% | +78.5% | +12.3% |
| 5Y | +2.7% | -70.1% | +72.8% | +7.2% |
| 10Y | +38.7% | +19.8% | +18.9% | +38.9% |
| All | +38.7% | +21.0% | +17.6% | +38.9% |
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