-12.9%
KMB vs USHY
+21.5%
-34.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | -8.6% | -0.1% | -8.5% | -8.5% |
| 30D | -7.5% | 0.0% | -7.5% | -7.5% |
| 3M | -0.6% | +0.8% | -1.5% | -1.1% |
| 6M | -1.5% | +1.9% | -3.5% | -2.5% |
| YTD | +1.6% | +2.3% | -0.6% | +0.4% |
| 1Y | -20.8% | +4.1% | -24.9% | -22.5% |
| 3Y | -12.4% | +27.8% | -40.2% | -22.6% |
| 5Y | -12.9% | +21.5% | -34.4% | -22.8% |
| All | -12.9% | +21.5% | -34.5% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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