-7.1%
KMB vs USAR
-19.4%
+12.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +2.1% |
| 7D | +0.9% | -0.8% | +1.7% | +0.9% |
| 30D | +10.1% | -20.9% | +31.0% | +10.1% |
| 3M | 0.0% | -56.2% | +56.2% | 0.0% |
| 6M | +15.7% | -67.9% | +83.6% | +15.8% |
| YTD | +12.6% | -31.4% | +44.1% | +12.4% |
| 1Y | +10.1% | -45.1% | +55.2% | +9.9% |
| 3Y | +2.1% | -20.3% | +22.5% | +0.4% |
| All | -7.1% | -19.4% | +12.3% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling