+259.5%
UPS vs KMB
+337.0%
-77.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.9% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | +17.9% | +10.2% | +7.7% | +13.5% |
| 3M | +9.4% | +1.5% | +7.9% | +8.6% |
| 6M | +16.2% | +16.6% | -0.5% | +8.8% |
| YTD | +18.8% | +12.1% | +6.7% | +12.7% |
| 1Y | +26.1% | +11.1% | +15.0% | +20.1% |
| 3Y | -4.5% | +1.9% | -6.4% | -7.2% |
| 5Y | -33.2% | -1.3% | -32.0% | -34.8% |
| 10Y | +44.3% | +37.8% | +6.5% | +20.7% |
| All | +259.5% | +337.0% | -77.6% | +96.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling