+215.2%
KMB vs URA
-51.6%
+266.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.2% | -2.1% |
| 7D | +0.5% | -4.1% | +4.6% | +0.7% |
| 30D | +12.4% | -19.0% | +31.4% | +13.8% |
| 3M | +1.0% | -25.1% | +26.1% | +2.7% |
| 6M | +12.1% | -44.5% | +56.6% | +16.0% |
| YTD | +11.6% | -24.3% | +35.9% | +12.6% |
| 1Y | +13.1% | -28.1% | +41.2% | +14.4% |
| 3Y | +1.6% | +40.7% | -39.1% | -3.8% |
| 5Y | -0.3% | +35.5% | -35.8% | -6.6% |
| 10Y | +37.9% | +281.2% | -243.2% | +9.2% |
| All | +215.2% | -51.6% | +266.8% | +187.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling