-12.7%
KMB vs AUR
-36.2%
+23.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | -0.2% |
| 7D | -7.7% | +0.2% | -7.8% | -7.7% |
| 30D | -8.2% | -8.9% | +0.7% | -8.2% |
| 3M | -1.9% | +4.6% | -6.5% | -1.9% |
| 6M | -0.7% | +44.9% | -45.5% | -0.8% |
| YTD | +1.4% | +64.8% | -63.5% | +1.2% |
| 1Y | -19.1% | +16.4% | -35.5% | -19.2% |
| 3Y | -12.6% | +85.1% | -97.7% | -12.7% |
| 5Y | -12.7% | -36.1% | +23.5% | -13.8% |
| All | -12.7% | -36.2% | +23.5% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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