+41.1%
KMB vs UL
+106.3%
-65.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | +6.0% | +2.6% | +3.5% | +4.9% |
| 30D | +13.5% | +6.8% | +6.7% | +10.4% |
| 3M | +3.8% | +5.7% | -2.0% | +1.4% |
| 6M | +15.6% | +15.9% | -0.3% | +8.5% |
| YTD | +14.0% | +4.3% | +9.8% | +11.6% |
| 1Y | +12.9% | -0.4% | +13.4% | +12.6% |
| 3Y | +3.7% | +35.0% | -31.2% | -9.3% |
| 5Y | -0.1% | +31.6% | -31.7% | -13.1% |
| 10Y | +41.1% | +104.6% | -63.5% | +7.9% |
| All | +41.1% | +106.3% | -65.1% | +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