+38.7%
KMB vs URA
+307.1%
-268.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.2% | -3.0% | +3.0% |
| 7D | +3.4% | +4.3% | -0.9% | +3.2% |
| 30D | +14.7% | -11.7% | +26.4% | +15.2% |
| 3M | +3.3% | -23.5% | +26.8% | +4.3% |
| 6M | +16.8% | -37.8% | +54.6% | +18.9% |
| YTD | +15.2% | -19.6% | +34.9% | +15.6% |
| 1Y | +13.3% | -24.8% | +38.1% | +13.9% |
| 3Y | +5.4% | +47.0% | -41.5% | +1.1% |
| 5Y | +2.7% | +35.4% | -32.6% | -1.6% |
| 10Y | +38.7% | +302.3% | -263.7% | +9.0% |
| All | +38.7% | +307.1% | -268.5% | +9.0% |
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