+13.0%
KMB vs UMAC
-19.8%
+32.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +4.9% | -1.7% |
| 7D | -3.0% | +10.1% | -13.1% | -2.6% |
| 30D | +9.1% | -39.1% | +48.2% | +8.0% |
| 3M | -0.4% | -56.2% | +55.8% | -1.8% |
| 6M | +13.0% | -16.2% | +29.2% | +15.3% |
| All | +13.0% | -19.8% | +32.8% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 6mo: compounded portfolio wealth divided by compounded UMAC 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…
6mo analysis · Full analysis span regression · 6 months rolling