+1,202.3%
KMB vs STRL
+19,359.6%
-18,157.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.8% | -7.4% | -1.7% |
| 7D | -3.0% | +3.4% | -6.4% | -3.1% |
| 30D | -5.5% | -9.2% | +3.8% | -5.4% |
| 3M | +14.0% | -51.0% | +65.0% | +15.1% |
| 6M | +4.1% | +15.8% | -11.7% | +3.2% |
| YTD | +8.0% | +58.9% | -50.8% | +6.5% |
| 1Y | -13.7% | +68.5% | -82.3% | -15.2% |
| 3Y | -5.9% | +485.2% | -491.2% | -10.3% |
| 5Y | -8.6% | +2,005.1% | -2,013.7% | -15.3% |
| 10Y | +17.3% | +7,118.0% | -7,100.7% | +5.1% |
| All | +1,202.3% | +19,359.6% | -18,157.3% | +953.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling