+224.8%
KMB vs STLA
+189.9%
+35.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | +0.5% | -4.5% | +5.0% | +0.7% |
| 30D | +12.4% | -3.9% | +16.3% | +12.6% |
| 3M | +1.0% | -20.2% | +21.2% | +2.0% |
| 6M | +12.1% | -42.2% | +54.3% | +15.0% |
| YTD | +11.6% | -59.3% | +70.9% | +16.1% |
| 1Y | +13.1% | -56.1% | +69.2% | +17.1% |
| 3Y | +1.6% | -73.7% | +75.2% | +7.0% |
| 5Y | -0.3% | -70.3% | +70.0% | +3.4% |
| 10Y | +37.9% | +23.1% | +14.8% | +31.9% |
| All | +224.8% | +189.9% | +35.0% | +199.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling