+678.9%
STM vs KMB
+17.3%
+661.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.2% |
| 7D | +5.8% | -3.0% | +8.8% | +6.4% |
| 30D | -1.0% | -5.5% | +4.5% | 0.0% |
| 3M | -33.3% | +14.0% | -47.2% | -35.6% |
| 6M | +57.4% | +4.1% | +53.3% | +54.9% |
| YTD | +102.2% | +8.0% | +94.1% | +97.2% |
| 1Y | +99.6% | -13.7% | +113.3% | +104.6% |
| 3Y | +14.5% | -5.9% | +20.5% | +13.4% |
| 5Y | +21.4% | -8.6% | +30.0% | +19.8% |
| All | +678.9% | +17.3% | +661.7% | +670.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 10y: compounded portfolio wealth divided by compounded KMB 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…
10y analysis · Full analysis span regression · 6 months rolling