+3.7%
KMB vs STRL
+340.9%
-337.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -1.1% |
| 7D | +6.0% | -19.8% | +25.9% | +5.1% |
| 30D | +13.5% | -43.6% | +57.1% | +10.9% |
| 3M | +3.8% | -45.2% | +49.0% | +1.4% |
| 6M | +15.6% | -65.7% | +81.3% | +11.4% |
| YTD | +14.0% | -5.4% | +19.5% | +13.8% |
| 1Y | +12.9% | -24.7% | +37.6% | +11.7% |
| 3Y | +3.7% | +335.0% | -331.3% | +0.3% |
| All | +3.7% | +340.9% | -337.2% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling