-10.9%
KMB vs WU
-51.1%
+40.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.5% |
| 7D | -2.7% | -0.8% | -1.9% | -2.6% |
| 30D | -5.0% | -1.1% | -3.9% | -4.8% |
| 3M | +6.6% | -1.8% | +8.4% | +6.4% |
| 6M | +1.0% | -23.9% | +24.9% | +5.1% |
| YTD | +6.0% | -20.4% | +26.4% | +9.2% |
| 1Y | -16.6% | -10.6% | -6.1% | -16.1% |
| 3Y | -8.6% | -27.7% | +19.1% | -5.4% |
| 5Y | -10.9% | -51.1% | +40.3% | -2.1% |
| All | -10.9% | -51.1% | +40.3% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling