+13.6%
KMB vs UL
+1.7%
+12.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.3% | +0.9% | +2.2% |
| 7D | +0.4% | +4.7% | -4.3% | -2.3% |
| 30D | +14.0% | +11.6% | +2.5% | +7.3% |
| 3M | -1.3% | +5.3% | -6.6% | -4.2% |
| 6M | +16.7% | +16.0% | +0.6% | +7.2% |
| YTD | +12.0% | +5.0% | +7.0% | +7.8% |
| 1Y | +13.6% | +1.1% | +12.5% | +11.2% |
| All | +13.6% | +1.7% | +12.0% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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