+242.7%
KMB vs WU
-19.6%
+262.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | -3.0% | -0.8% | -2.2% | -2.9% |
| 30D | -5.5% | -1.1% | -4.4% | -5.3% |
| 3M | +14.0% | -3.9% | +17.8% | +14.2% |
| 6M | +4.1% | -20.7% | +24.7% | +8.3% |
| YTD | +8.0% | -18.4% | +26.4% | +11.5% |
| 1Y | -13.7% | -8.1% | -5.7% | -13.4% |
| 3Y | -5.9% | -24.2% | +18.2% | -3.0% |
| 5Y | -8.6% | -50.4% | +41.8% | +1.8% |
| 10Y | +17.3% | -40.0% | +57.3% | +22.3% |
| All | +242.7% | -19.6% | +262.3% | +206.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling