+38.3%
KMB vs STT
+198.3%
-160.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +0.9% | +4.8% | -3.8% | +0.4% |
| 30D | +10.1% | +3.9% | +6.1% | +9.6% |
| 3M | 0.0% | -8.2% | +8.2% | +0.9% |
| 6M | +15.7% | +15.6% | +0.1% | +13.6% |
| YTD | +12.6% | +37.6% | -25.0% | +8.2% |
| 1Y | +10.1% | +50.1% | -40.0% | +4.7% |
| 3Y | +2.1% | +183.1% | -180.9% | -10.8% |
| 5Y | -0.7% | +104.8% | -105.5% | -11.2% |
| All | +38.3% | +198.3% | -160.0% | +12.5% |
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