+13.8%
KMB vs HUM
+147.1%
-133.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -7.7% | -1.4% | -6.3% | -7.5% |
| 30D | -8.2% | +7.5% | -15.7% | -8.9% |
| 3M | -1.9% | +10.2% | -12.1% | -3.0% |
| 6M | -0.7% | +132.5% | -133.2% | -9.7% |
| YTD | +1.4% | +57.6% | -56.2% | -4.2% |
| 1Y | -19.1% | +48.6% | -67.7% | -23.3% |
| 3Y | -12.6% | -11.2% | -1.4% | -12.2% |
| 5Y | -12.7% | +4.8% | -17.5% | -16.2% |
| All | +13.8% | +147.1% | -133.3% | +1.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling