+1,782.5%
KMB vs STT
+7,372.9%
-5,590.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -3.0% | +0.5% | -3.5% | -3.1% |
| 30D | -5.5% | +3.9% | -9.3% | -6.0% |
| 3M | +14.0% | +20.0% | -6.0% | +10.7% |
| 6M | +4.1% | +55.3% | -51.2% | -3.0% |
| YTD | +8.0% | +53.3% | -45.3% | +0.7% |
| 1Y | -13.7% | +74.7% | -88.4% | -21.3% |
| 3Y | -5.9% | +205.8% | -211.8% | -22.1% |
| 5Y | -8.6% | +145.0% | -153.6% | -23.2% |
| 10Y | +17.3% | +266.0% | -248.7% | -11.9% |
| All | +1,782.5% | +7,372.9% | -5,590.4% | +500.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling