-5.4%
STM vs KMB
-3.2%
-2.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +0.5% |
| 7D | +16.3% | -3.0% | +19.3% | +16.4% |
| 30D | -6.3% | +9.1% | -15.3% | -6.8% |
| 3M | -14.1% | -0.4% | -13.7% | -14.1% |
| 6M | -19.6% | +13.0% | -32.5% | -21.0% |
| YTD | +80.1% | +10.3% | +69.8% | +77.4% |
| 1Y | +95.4% | +8.2% | +87.1% | +92.9% |
| 3Y | +14.7% | +0.4% | +14.3% | +12.2% |
| 5Y | -5.4% | -2.7% | -2.7% | -10.2% |
| All | -5.4% | -3.2% | -2.2% | -10.2% |
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