+37.8%
KMB vs URA
+277.9%
-240.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -1.8% |
| 7D | +0.1% | +2.9% | -2.8% | -0.1% |
| 30D | +10.2% | -10.8% | +21.0% | +10.7% |
| 3M | +1.5% | -25.5% | +27.0% | +2.6% |
| 6M | +16.6% | -41.2% | +57.9% | +19.1% |
| YTD | +12.1% | -21.3% | +33.3% | +12.5% |
| 1Y | +11.1% | -25.7% | +36.8% | +11.8% |
| 3Y | +1.9% | +43.1% | -41.1% | -2.2% |
| 5Y | -1.3% | +35.6% | -36.8% | -5.6% |
| 10Y | +37.8% | +281.3% | -243.5% | +2.6% |
| All | +37.8% | +277.9% | -240.1% | +2.6% |
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