+1,798.0%
UMC vs KMB
+15.0%
+1,782.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | +11.4% | -7.7% | +19.1% | +11.9% |
| 30D | +16.8% | -8.2% | +25.0% | +17.3% |
| 3M | +19.1% | -1.9% | +21.0% | +18.6% |
| 6M | +137.4% | -0.7% | +138.1% | +136.1% |
| YTD | +186.4% | +1.4% | +185.0% | +184.4% |
| 1Y | +229.1% | -19.1% | +248.2% | +233.1% |
| 3Y | +257.9% | -12.6% | +270.5% | +257.7% |
| 5Y | +137.5% | -12.7% | +150.2% | +136.4% |
| All | +1,798.0% | +15.0% | +1,782.9% | +1,733.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling