+8.2%
KMB vs USAR
-54.5%
+62.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.8% | -1.6% |
| 7D | -3.0% | +8.8% | -11.7% | -2.8% |
| 30D | +9.1% | -28.5% | +37.5% | +8.9% |
| 3M | -0.4% | -56.2% | +55.7% | -0.9% |
| 6M | +13.0% | -68.4% | +81.4% | +12.4% |
| YTD | +10.3% | -32.2% | +42.5% | +10.3% |
| 1Y | +8.2% | -52.3% | +60.5% | +7.7% |
| All | +8.2% | -54.5% | +62.7% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling