+205.1%
KMB vs URA
-31.1%
+236.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.7% |
| 7D | -3.0% | +1.1% | -4.1% | -3.1% |
| 30D | -5.5% | +7.4% | -12.9% | -5.9% |
| 3M | +14.0% | -8.4% | +22.4% | +14.4% |
| 6M | +4.1% | -12.7% | +16.8% | +4.6% |
| YTD | +8.0% | +7.8% | +0.3% | +6.7% |
| 1Y | -13.7% | +19.5% | -33.2% | -15.7% |
| 3Y | -5.9% | +116.4% | -122.4% | -13.4% |
| 5Y | -8.6% | +134.3% | -142.9% | -18.3% |
| 10Y | +17.3% | +359.3% | -342.0% | -7.4% |
| All | +205.1% | -31.1% | +236.2% | +172.5% |
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