-5.6%
KMB vs STZ
-47.3%
+41.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -3.0% | -1.9% | -1.1% | -2.5% |
| 30D | -5.5% | -1.9% | -3.6% | -5.0% |
| 3M | +14.0% | -6.2% | +20.2% | +15.7% |
| 6M | +4.1% | -14.0% | +18.1% | +7.7% |
| YTD | +8.0% | -5.1% | +13.2% | +8.7% |
| 1Y | -13.7% | -9.6% | -4.2% | -12.2% |
| All | -5.6% | -47.3% | +41.6% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling