-20.8%
KMB vs UL
-8.6%
-12.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.5% | -3.2% |
| 7D | -8.6% | -3.2% | -5.4% | -7.0% |
| 30D | -7.5% | -0.6% | -6.9% | -7.2% |
| 3M | -0.6% | +9.4% | -10.1% | -5.1% |
| 6M | -1.5% | -4.1% | +2.6% | -1.7% |
| YTD | +1.6% | -2.0% | +3.6% | +1.4% |
| 1Y | -20.8% | -9.0% | -11.8% | -16.3% |
| All | -20.8% | -8.6% | -12.2% | -16.3% |
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