-68.4%
U vs KMB
-0.3%
-68.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.8% | +7.4% | +5.5% |
| 7D | +36.6% | +0.5% | +36.1% | +36.5% |
| 30D | +13.3% | +12.4% | +0.9% | +13.2% |
| 3M | +26.2% | +1.0% | +25.2% | +26.3% |
| 6M | +88.7% | +12.1% | +76.6% | +88.1% |
| YTD | +16.6% | +11.6% | +5.0% | +15.6% |
| 1Y | +29.0% | +13.1% | +15.8% | +27.5% |
| 3Y | +99.5% | +1.6% | +97.9% | +92.6% |
| All | -68.4% | -0.3% | -68.1% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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