-6.7%
KMB vs SKUU
+0.2%
-6.9%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SKUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -10.3% | +10.1% | -0.7% |
| 7D | -7.7% | +30.2% | -37.9% | -6.7% |
| 30D | -8.2% | +67.1% | -75.3% | -6.4% |
| All | -6.7% | +0.2% | -6.9% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SKUU.
Daily Out/Under-Performance
Portfolio return minus SKUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SKUU 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 SKUU 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 · Available span rolling