+4.9%
STM vs KMB
+2.8%
+2.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.3% | +4.3% |
| 7D | -10.7% | +0.5% | -11.2% | -10.6% |
| 30D | -25.7% | +12.4% | -38.1% | -25.4% |
| 3M | -21.6% | +1.0% | -22.5% | -21.3% |
| 6M | -27.8% | +12.1% | -39.9% | -27.9% |
| YTD | +61.8% | +11.6% | +50.1% | +61.6% |
| 1Y | +78.1% | +13.1% | +65.0% | +77.6% |
| 3Y | +4.9% | +1.6% | +3.3% | +3.0% |
| All | +4.9% | +2.8% | +2.1% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling