+37.8%
KMB vs STT
+203.9%
-166.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -1.9% |
| 7D | +0.1% | +0.4% | -0.4% | 0.0% |
| 30D | +10.2% | -0.4% | +10.7% | +10.2% |
| 3M | +1.5% | -6.5% | +7.9% | +2.1% |
| 6M | +16.6% | +17.2% | -0.5% | +14.3% |
| YTD | +12.1% | +38.2% | -26.1% | +7.6% |
| 1Y | +11.1% | +49.3% | -38.2% | +5.6% |
| 3Y | +1.9% | +181.9% | -180.0% | -10.9% |
| 5Y | -1.3% | +106.9% | -108.2% | -11.8% |
| 10Y | +37.8% | +203.1% | -165.4% | +12.7% |
| All | +37.8% | +203.9% | -166.1% | +12.7% |
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