+1,907.5%
KMB vs UL
+2,764.7%
-857.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.3% | +2.9% |
| 7D | +3.4% | +0.3% | +3.1% | +3.4% |
| 30D | +14.7% | +7.0% | +7.7% | +12.2% |
| 3M | +3.3% | +5.8% | -2.5% | +1.5% |
| 6M | +16.8% | +16.1% | +0.7% | +11.3% |
| YTD | +15.2% | +4.5% | +10.7% | +13.5% |
| 1Y | +13.3% | -1.3% | +14.6% | +13.5% |
| 3Y | +5.4% | +35.0% | -29.5% | -4.8% |
| 5Y | +2.7% | +31.9% | -29.2% | -7.7% |
| 10Y | +38.7% | +99.3% | -60.6% | +8.3% |
| All | +1,907.5% | +2,764.7% | -857.2% | +544.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling