+13.6%
KMB vs HUM
+51.1%
-37.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.3% | +4.1% |
| 7D | +0.4% | +1.6% | -1.2% | +0.4% |
| 30D | +14.0% | +3.5% | +10.5% | +14.1% |
| 3M | -1.3% | +15.5% | -16.8% | -1.2% |
| 6M | +16.7% | +76.2% | -59.5% | +16.4% |
| YTD | +12.0% | +64.5% | -52.5% | +11.4% |
| 1Y | +13.6% | +50.0% | -36.4% | +13.8% |
| All | +13.6% | +51.1% | -37.5% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 1y: compounded portfolio wealth divided by compounded HUM 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…
1y analysis · Full analysis span regression · 6 months rolling