+216.1%
UNH vs KMB
+39.0%
+177.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | -0.1% |
| 7D | +3.4% | +0.9% | +2.5% | +3.0% |
| 30D | +3.0% | +10.1% | -7.1% | -0.2% |
| 3M | +2.7% | 0.0% | +2.7% | +2.5% |
| 6M | +2.8% | +15.7% | -12.9% | -2.4% |
| YTD | +25.9% | +12.6% | +13.2% | +19.9% |
| 1Y | +25.8% | +10.1% | +15.7% | +20.8% |
| 3Y | -20.0% | +2.1% | -22.2% | -23.3% |
| 5Y | -2.8% | -0.7% | -2.2% | -6.8% |
| All | +216.1% | +39.0% | +177.1% | +183.3% |
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