+38.3%
KMB vs URA
+266.3%
-228.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.2% |
| 7D | +0.9% | -1.5% | +2.5% | +1.0% |
| 30D | +10.1% | -10.4% | +20.5% | +10.5% |
| 3M | 0.0% | -29.6% | +29.7% | +1.4% |
| 6M | +15.7% | -40.3% | +56.0% | +18.0% |
| YTD | +12.6% | -25.5% | +38.1% | +13.3% |
| 1Y | +10.1% | -26.4% | +36.6% | +10.8% |
| 3Y | +2.1% | +31.4% | -29.3% | -1.6% |
| 5Y | -0.7% | +28.6% | -29.3% | -4.9% |
| All | +38.3% | +266.3% | -228.0% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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