+14.7%
KMB vs UL
+65.2%
-50.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.5% | -3.4% |
| 7D | -8.6% | -3.2% | -5.4% | -7.3% |
| 30D | -7.5% | -0.6% | -6.9% | -7.3% |
| 3M | -0.6% | +9.4% | -10.1% | -4.5% |
| 6M | -1.5% | -4.1% | +2.6% | -0.1% |
| YTD | +1.6% | -2.0% | +3.6% | +2.1% |
| 1Y | -20.8% | -9.0% | -11.8% | -18.0% |
| 3Y | -12.4% | +21.8% | -34.2% | -20.0% |
| 5Y | -12.9% | +20.6% | -33.5% | -21.4% |
| 10Y | +14.7% | +67.7% | -53.0% | -7.9% |
| All | +14.7% | +65.2% | -50.5% | -7.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling