+1,270.6%
KMB vs STRL
+9,673.6%
-8,403.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -13.9% | +15.4% | +1.7% |
| 7D | +0.4% | -34.6% | +35.0% | +1.0% |
| 30D | +14.1% | -56.7% | +70.8% | +15.5% |
| 3M | -0.5% | -54.4% | +53.9% | +0.5% |
| 6M | +16.6% | -69.7% | +86.3% | +18.3% |
| YTD | +13.7% | -20.2% | +33.9% | +13.1% |
| 1Y | +16.1% | -40.6% | +56.6% | +15.9% |
| 3Y | +4.7% | +221.7% | -217.0% | +0.6% |
| 5Y | +1.5% | +799.0% | -797.4% | -4.7% |
| 10Y | +40.5% | +3,451.5% | -3,410.9% | +27.2% |
| All | +1,270.6% | +9,673.6% | -8,403.0% | +1,019.0% |
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