-7.1%
KMB vs AUR
-34.9%
+27.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.7% | -4.6% | -1.9% |
| 7D | -2.7% | +19.2% | -22.0% | -2.8% |
| 30D | -5.0% | -7.8% | +2.8% | -5.0% |
| 3M | +6.6% | +4.0% | +2.6% | +6.5% |
| 6M | +1.0% | +45.0% | -44.0% | +0.8% |
| YTD | +6.0% | +69.5% | -63.6% | +5.8% |
| 1Y | -16.6% | +13.0% | -29.6% | -16.7% |
| 3Y | -8.6% | +90.4% | -99.0% | -8.7% |
| 5Y | -10.9% | -34.2% | +23.3% | -12.8% |
| All | -7.1% | -34.9% | +27.8% | -8.4% |
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