-2.7%
KMB vs STT
+105.9%
-108.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.3% | -1.5% |
| 7D | -3.0% | +5.1% | -8.1% | -3.4% |
| 30D | +9.1% | -0.2% | +9.3% | +9.0% |
| 3M | -0.4% | -8.1% | +7.7% | +0.2% |
| 6M | +13.0% | +16.6% | -3.7% | +11.2% |
| YTD | +10.3% | +37.8% | -27.5% | +6.9% |
| 1Y | +8.2% | +46.8% | -38.6% | +4.1% |
| 3Y | +0.4% | +181.2% | -180.8% | -10.4% |
| 5Y | -2.7% | +105.1% | -107.8% | -13.9% |
| All | -2.7% | +105.9% | -108.6% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling