+236.3%
UNH vs KMB
+15.0%
+221.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -3.2% | -7.7% | +4.5% | -0.7% |
| 30D | -3.5% | -8.2% | +4.7% | -0.9% |
| 3M | -4.2% | -1.9% | -2.3% | -3.9% |
| 6M | +38.3% | -0.7% | +39.0% | +37.6% |
| YTD | +19.2% | +1.4% | +17.8% | +17.6% |
| 1Y | +15.0% | -19.1% | +34.1% | +22.0% |
| 3Y | -14.5% | -12.6% | -1.9% | -13.4% |
| 5Y | +4.6% | -12.7% | +17.2% | +4.9% |
| All | +236.3% | +15.0% | +221.3% | +215.8% |
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