-10.9%
KMB vs USAR
+74.0%
-84.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.6% |
| 7D | -3.0% | -2.1% | -0.9% | -3.0% |
| 30D | -5.5% | +2.6% | -8.1% | -5.5% |
| 3M | +14.0% | -35.0% | +49.0% | +14.1% |
| 6M | +4.1% | -6.9% | +11.0% | +3.9% |
| YTD | +8.0% | +48.0% | -39.9% | +7.8% |
| 1Y | -13.7% | +24.8% | -38.5% | -13.6% |
| 3Y | -5.9% | +73.2% | -79.2% | -8.9% |
| All | -10.9% | +74.0% | -84.9% | -16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling