+444.1%
STM vs KMB
+38.4%
+405.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | -7.9% | +6.0% | -13.9% | -8.8% |
| 30D | -14.1% | +13.5% | -27.6% | -16.2% |
| 3M | -17.6% | +3.8% | -21.4% | -18.4% |
| 6M | -24.2% | +15.6% | -39.8% | -27.1% |
| YTD | +73.3% | +14.0% | +59.3% | +67.3% |
| 1Y | +90.1% | +12.9% | +77.2% | +83.7% |
| 3Y | +10.3% | +3.7% | +6.6% | +6.9% |
| 5Y | -5.7% | -0.1% | -5.7% | -8.8% |
| 10Y | +444.1% | +41.1% | +402.9% | +428.9% |
| All | +444.1% | +38.4% | +405.7% | +428.9% |
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