-0.6%
KMB vs STZ
-29.7%
+29.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.3% |
| 7D | +0.5% | +4.9% | -4.5% | -0.9% |
| 30D | +12.4% | +20.9% | -8.5% | +6.6% |
| 3M | +1.0% | +8.0% | -7.0% | -1.3% |
| 6M | +12.1% | -5.3% | +17.4% | +13.2% |
| YTD | +11.6% | +5.9% | +5.7% | +8.8% |
| 1Y | +13.1% | +14.2% | -1.1% | +7.8% |
| 3Y | +1.6% | -37.0% | +38.5% | +12.3% |
| All | -0.6% | -29.7% | +29.1% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling