+1.6%
KMB vs UL
+35.9%
-34.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -0.5% |
| 7D | +0.5% | +1.1% | -0.7% | -0.1% |
| 30D | +12.4% | +8.2% | +4.2% | +8.0% |
| 3M | +1.0% | +4.5% | -3.6% | -1.2% |
| 6M | +12.1% | +12.6% | -0.4% | +5.5% |
| YTD | +11.6% | +3.5% | +8.1% | +8.8% |
| 1Y | +13.1% | -0.4% | +13.5% | +12.1% |
| 3Y | +1.6% | +36.0% | -34.4% | -11.4% |
| All | +1.6% | +35.9% | -34.3% | -11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling