-20.3%
UNH vs KMB
+3.8%
-24.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.0% |
| 7D | +0.2% | +6.0% | -5.9% | -0.6% |
| 30D | +6.8% | +13.5% | -6.7% | +5.2% |
| 3M | -0.3% | +3.8% | -4.0% | -0.9% |
| 6M | +7.9% | +15.6% | -7.7% | +6.1% |
| YTD | +25.1% | +14.0% | +11.1% | +23.1% |
| 1Y | +29.3% | +12.9% | +16.4% | +27.4% |
| 3Y | -20.3% | +3.7% | -24.0% | -22.1% |
| All | -20.3% | +3.8% | -24.1% | -22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling