+254.0%
KMB vs WU
-20.2%
+274.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.4% |
| 7D | +0.5% | +11.7% | -11.2% | -1.9% |
| 30D | +12.4% | +12.6% | -0.2% | +9.6% |
| 3M | +1.0% | -0.5% | +1.5% | +1.0% |
| 6M | +12.1% | -18.2% | +30.3% | +16.0% |
| YTD | +11.6% | -19.0% | +30.6% | +15.3% |
| 1Y | +13.1% | -16.7% | +29.8% | +16.0% |
| 3Y | +1.6% | -21.0% | +22.6% | +4.1% |
| 5Y | -0.3% | -41.7% | +41.4% | +7.2% |
| 10Y | +37.9% | -35.0% | +72.9% | +41.3% |
| All | +254.0% | -20.2% | +274.2% | +216.4% |
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