+1,215.3%
KMB vs STZ
+11,023.3%
-9,808.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +6.0% | +5.3% | +0.7% | +5.2% |
| 30D | +13.5% | +19.6% | -6.1% | +10.4% |
| 3M | +3.8% | +10.0% | -6.2% | +2.2% |
| 6M | +15.6% | -0.3% | +15.8% | +15.4% |
| YTD | +14.0% | +8.6% | +5.5% | +12.2% |
| 1Y | +12.9% | +16.6% | -3.6% | +9.9% |
| 3Y | +3.7% | -34.8% | +38.5% | +9.3% |
| 5Y | -0.1% | -27.8% | +27.8% | +3.4% |
| 10Y | +41.1% | +12.5% | +28.6% | +34.4% |
| All | +1,215.3% | +11,023.3% | -9,808.0% | +633.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling