-14.8%
KMB vs STZ
-10.2%
-4.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.6% |
| 7D | -4.2% | -1.9% | -2.3% | -3.7% |
| 30D | -6.6% | -1.9% | -4.7% | -6.2% |
| 3M | +12.6% | -6.2% | +18.9% | +14.2% |
| 6M | +2.9% | -14.0% | +16.9% | +6.0% |
| YTD | +6.8% | -5.1% | +11.9% | +7.7% |
| 1Y | -14.8% | -9.6% | -5.2% | -13.5% |
| All | -14.8% | -10.2% | -4.6% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling