+41.1%
KMB vs STT
+198.3%
-157.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.5% | -1.1% |
| 7D | +6.0% | +1.1% | +4.9% | +5.9% |
| 30D | +13.5% | -1.9% | +15.4% | +13.7% |
| 3M | +3.8% | -7.6% | +11.3% | +4.6% |
| 6M | +15.6% | +16.0% | -0.4% | +13.4% |
| YTD | +14.0% | +36.2% | -22.2% | +9.7% |
| 1Y | +12.9% | +46.8% | -33.8% | +7.6% |
| 3Y | +3.7% | +177.8% | -174.1% | -9.2% |
| 5Y | -0.1% | +105.8% | -105.9% | -10.7% |
| 10Y | +41.1% | +197.6% | -156.4% | +15.6% |
| All | +41.1% | +198.3% | -157.2% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling