-5.6%
KMB vs STRL
+484.5%
-490.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.8% | -7.4% | -1.4% |
| 7D | -3.0% | +3.4% | -6.4% | -2.9% |
| 30D | -5.5% | -9.2% | +3.8% | -5.8% |
| 3M | +14.0% | -51.0% | +65.0% | +11.9% |
| 6M | +4.1% | +15.8% | -11.7% | +4.1% |
| YTD | +8.0% | +58.9% | -50.8% | +10.0% |
| 1Y | -13.7% | +68.5% | -82.3% | -12.0% |
| All | -5.6% | +484.5% | -490.1% | -3.9% |
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