+21.0%
STM vs KMB
-8.4%
+29.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.0% |
| 7D | +5.8% | -3.0% | +8.8% | +6.0% |
| 30D | -1.0% | -5.5% | +4.5% | -0.7% |
| 3M | -33.3% | +14.0% | -47.2% | -34.6% |
| 6M | +57.4% | +4.1% | +53.3% | +56.1% |
| YTD | +102.2% | +8.0% | +94.1% | +99.7% |
| 1Y | +99.6% | -13.7% | +113.3% | +103.4% |
| 3Y | +14.5% | -5.9% | +20.5% | +13.7% |
| All | +21.0% | -8.4% | +29.3% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling