+2.7%
KMB vs URI
+199.0%
-196.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.9% | -3.6% | +2.9% |
| 7D | +3.4% | -4.0% | +7.4% | +3.5% |
| 30D | +14.7% | +6.8% | +7.9% | +14.3% |
| 3M | +3.3% | -2.8% | +6.1% | +3.3% |
| 6M | +16.8% | +20.9% | -4.1% | +15.5% |
| YTD | +15.2% | +40.2% | -25.0% | +12.8% |
| 1Y | +13.3% | +34.1% | -20.8% | +11.1% |
| 3Y | +5.4% | +164.1% | -158.7% | -1.3% |
| 5Y | +2.7% | +199.3% | -196.6% | -5.3% |
| All | +2.7% | +199.0% | -196.2% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 5y: compounded portfolio wealth divided by compounded URI 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…
5y analysis · Full analysis span regression · 6 months rolling