+422.5%
STM vs KMB
+41.7%
+380.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.2% | +3.5% | +6.2% |
| 7D | -5.6% | +3.4% | -9.0% | -6.2% |
| 30D | -14.4% | +14.7% | -29.1% | -16.7% |
| 3M | -20.5% | +3.3% | -23.7% | -21.1% |
| 6M | -24.5% | +16.8% | -41.3% | -27.5% |
| YTD | +72.7% | +15.2% | +57.5% | +66.3% |
| 1Y | +91.0% | +13.3% | +77.7% | +84.6% |
| 3Y | +13.5% | +5.4% | +8.1% | +9.5% |
| 5Y | -9.2% | +2.7% | -11.9% | -12.8% |
| 10Y | +422.5% | +38.7% | +383.9% | +386.3% |
| All | +422.5% | +41.7% | +380.8% | +386.3% |
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