+38.7%
KMB vs UAL
+106.7%
-68.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.8% | -3.5% | +3.0% |
| 7D | +3.4% | +10.2% | -6.8% | +3.0% |
| 30D | +14.7% | +12.0% | +2.7% | +14.2% |
| 3M | +3.3% | -7.1% | +10.4% | +3.4% |
| 6M | +16.8% | +20.9% | -4.1% | +15.9% |
| YTD | +15.2% | +7.7% | +7.6% | +14.5% |
| 1Y | +13.3% | +23.6% | -10.3% | +12.1% |
| 3Y | +5.4% | +222.6% | -217.1% | +0.2% |
| 5Y | +2.7% | +127.9% | -125.2% | -2.0% |
| 10Y | +38.7% | +100.2% | -61.5% | +31.3% |
| All | +38.7% | +106.7% | -68.0% | +31.3% |
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