+14.7%
KMB vs WU
-40.9%
+55.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.3% | -3.9% |
| 7D | -8.6% | -4.9% | -3.7% | -7.6% |
| 30D | -7.5% | -1.3% | -6.3% | -7.3% |
| 3M | -0.6% | -3.6% | +2.9% | -0.5% |
| 6M | -1.5% | -24.3% | +22.8% | +3.5% |
| YTD | +1.6% | -21.1% | +22.7% | +5.6% |
| 1Y | -20.8% | -10.3% | -10.5% | -20.2% |
| 3Y | -12.4% | -28.4% | +16.0% | -8.4% |
| 5Y | -12.9% | -51.2% | +38.3% | -1.6% |
| 10Y | +14.7% | -39.6% | +54.4% | +20.5% |
| All | +14.7% | -40.9% | +55.6% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling