+37.8%
KMB vs UAL
+97.8%
-60.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.6% |
| 7D | +0.1% | +2.3% | -2.2% | 0.0% |
| 30D | +10.2% | +13.3% | -3.1% | +9.7% |
| 3M | +1.5% | -6.3% | +7.8% | +1.6% |
| 6M | +16.6% | +22.5% | -5.9% | +15.7% |
| YTD | +12.1% | +5.9% | +6.2% | +11.5% |
| 1Y | +11.1% | +24.7% | -13.6% | +9.9% |
| 3Y | +1.9% | +211.6% | -209.6% | -3.0% |
| 5Y | -1.3% | +130.6% | -131.8% | -5.8% |
| 10Y | +37.8% | +96.5% | -58.7% | +31.9% |
| All | +37.8% | +97.8% | -60.0% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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