+207.2%
UMC vs KMB
-14.3%
+221.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.8% | +7.4% | +4.1% |
| 7D | +5.0% | -4.2% | +9.1% | +4.3% |
| 30D | +7.7% | -6.6% | +14.3% | +6.7% |
| 3M | +1.7% | +12.6% | -11.0% | +0.1% |
| 6M | +113.9% | +2.9% | +111.1% | +112.1% |
| YTD | +168.9% | +6.8% | +162.1% | +168.6% |
| 1Y | +207.2% | -14.8% | +222.0% | +200.1% |
| All | +207.2% | -14.3% | +221.5% | +200.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling