+1,808.6%
STM vs KMB
+1,118.0%
+690.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.3% | +5.1% |
| 7D | -10.7% | +0.5% | -11.2% | -11.2% |
| 30D | -25.7% | +12.4% | -38.1% | -29.3% |
| 3M | -21.6% | +1.0% | -22.5% | -22.5% |
| 6M | -27.8% | +12.1% | -39.9% | -32.3% |
| YTD | +61.8% | +11.6% | +50.1% | +51.8% |
| 1Y | +78.1% | +13.1% | +65.0% | +66.1% |
| 3Y | +4.9% | +1.6% | +3.3% | -0.5% |
| 5Y | -14.3% | -0.3% | -13.9% | -19.3% |
| 10Y | +414.1% | +37.9% | +376.1% | +307.1% |
| All | +1,808.6% | +1,118.0% | +690.7% | +621.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling