+13.1%
KMB vs STRL
-38.5%
+51.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.3% | -1.6% |
| 7D | +0.5% | -26.9% | +27.4% | -0.9% |
| 30D | +12.4% | -52.7% | +65.1% | +9.1% |
| 3M | +1.0% | -52.8% | +53.8% | -1.9% |
| 6M | +12.1% | -71.5% | +83.6% | +8.1% |
| YTD | +11.6% | -17.4% | +29.1% | +6.6% |
| 1Y | +13.1% | -35.0% | +48.1% | +7.3% |
| All | +13.1% | -38.5% | +51.6% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling