-5.0%
KMB vs USAR
-13.4%
+8.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.5% | -3.3% | +3.2% |
| 7D | +3.4% | -1.1% | +4.5% | +3.4% |
| 30D | +14.7% | -30.3% | +44.9% | +14.7% |
| 3M | +3.3% | -54.7% | +58.0% | +3.3% |
| 6M | +16.8% | -67.5% | +84.3% | +16.9% |
| YTD | +15.2% | -26.4% | +41.6% | +15.0% |
| 1Y | +13.3% | -49.5% | +62.8% | +13.1% |
| 3Y | +5.4% | -14.5% | +19.9% | +3.6% |
| All | -5.0% | -13.4% | +8.5% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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