+1,844.7%
KMB vs STT
+6,268.9%
-4,424.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | +0.5% | -2.5% | +2.9% | +0.8% |
| 30D | +12.4% | -5.0% | +17.3% | +13.2% |
| 3M | +1.0% | -10.5% | +11.5% | +2.6% |
| 6M | +12.1% | +10.0% | +2.1% | +10.2% |
| YTD | +11.6% | +30.7% | -19.1% | +6.6% |
| 1Y | +13.1% | +43.8% | -30.7% | +6.3% |
| 3Y | +1.6% | +168.1% | -166.5% | -14.2% |
| 5Y | -0.3% | +101.4% | -101.7% | -13.6% |
| 10Y | +37.9% | +211.3% | -173.4% | +6.2% |
| All | +1,844.7% | +6,268.9% | -4,424.1% | +535.2% |
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