+16.8%
KMB vs STRL
+7,463.3%
-7,446.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.2% | -5.2% | -2.0% |
| 7D | -2.7% | +10.1% | -12.8% | -2.8% |
| 30D | -5.0% | -8.2% | +3.2% | -4.9% |
| 3M | +6.6% | -43.7% | +50.3% | +7.4% |
| 6M | +1.0% | +27.1% | -26.1% | -1.0% |
| YTD | +6.0% | +64.0% | -58.0% | +3.2% |
| 1Y | -16.6% | +75.2% | -91.8% | -19.3% |
| 3Y | -8.6% | +539.9% | -548.5% | -18.0% |
| 5Y | -10.9% | +2,133.0% | -2,143.8% | -27.0% |
| 10Y | +16.8% | +7,178.3% | -7,161.4% | -17.0% |
| All | +16.8% | +7,463.3% | -7,446.4% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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