-1.3%
KMB vs STRL
+975.2%
-976.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.9% | -6.7% | -1.5% |
| 7D | +0.1% | +7.1% | -7.1% | +0.4% |
| 30D | +10.2% | -39.4% | +49.6% | +8.7% |
| 3M | +1.5% | -43.0% | +44.4% | 0.0% |
| 6M | +16.6% | -65.0% | +81.6% | +14.0% |
| YTD | +12.1% | -0.8% | +12.8% | +11.3% |
| 1Y | +11.1% | -20.3% | +31.4% | +9.8% |
| 3Y | +1.9% | +356.5% | -354.6% | -0.4% |
| 5Y | -1.3% | +952.8% | -954.1% | -7.3% |
| All | -1.3% | +975.2% | -976.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling