-7.9%
KMB vs USAR
-18.7%
+10.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.8% | -12.7% | -1.8% |
| 7D | +0.5% | -14.5% | +15.0% | +0.5% |
| 30D | +12.4% | -37.8% | +50.2% | +12.4% |
| 3M | +1.0% | -52.8% | +53.7% | +1.0% |
| 6M | +12.1% | -71.2% | +83.4% | +12.3% |
| YTD | +11.6% | -30.9% | +42.5% | +11.4% |
| 1Y | +13.1% | -48.0% | +61.1% | +12.9% |
| 3Y | +1.6% | -19.7% | +21.3% | -0.1% |
| All | -7.9% | -18.7% | +10.8% | -14.1% |
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