+221.1%
KMB vs URA
-53.7%
+274.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.3% | +6.8% | +1.9% |
| 7D | +0.4% | -13.3% | +13.7% | +1.3% |
| 30D | +14.1% | -25.9% | +40.0% | +16.2% |
| 3M | -0.5% | -27.8% | +27.2% | +1.4% |
| 6M | +16.6% | -42.8% | +59.4% | +20.3% |
| YTD | +13.7% | -27.5% | +41.2% | +15.0% |
| 1Y | +16.1% | -35.1% | +51.2% | +18.2% |
| 3Y | +4.7% | +31.1% | -26.4% | -0.3% |
| 5Y | +1.5% | +29.8% | -28.2% | -4.6% |
| 10Y | +40.5% | +265.1% | -224.6% | +11.5% |
| All | +221.1% | -53.7% | +274.7% | +193.6% |
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 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