-1.2%
KMB vs AUR
-57.9%
+56.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.3% | +2.1% |
| 7D | +0.9% | -4.5% | +5.5% | +0.9% |
| 30D | +10.1% | -16.6% | +26.7% | +10.1% |
| 3M | 0.0% | -38.5% | +38.5% | +0.1% |
| 6M | +15.7% | -49.9% | +65.6% | +15.9% |
| YTD | +12.6% | +9.6% | +3.0% | +12.5% |
| 1Y | +10.1% | +1.2% | +8.9% | +10.0% |
| 3Y | +2.1% | +128.8% | -126.7% | +2.1% |
| 5Y | -0.7% | -57.9% | +57.2% | -2.3% |
| All | -1.2% | -57.9% | +56.7% | -2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling