+227.0%
UPS vs KMB
+321.4%
-94.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.6% |
| 7D | -2.9% | -3.0% | +0.2% | -1.8% |
| 30D | -3.5% | -5.5% | +2.0% | -1.4% |
| 3M | -5.7% | +14.0% | -19.7% | -10.7% |
| 6M | -4.4% | +4.1% | -8.5% | -6.3% |
| YTD | +8.0% | +8.0% | 0.0% | +4.2% |
| 1Y | +29.0% | -13.7% | +42.8% | +34.8% |
| 3Y | -27.7% | -5.9% | -21.8% | -27.5% |
| 5Y | -34.3% | -8.6% | -25.7% | -33.9% |
| 10Y | +37.8% | +17.3% | +20.5% | +22.8% |
| All | +227.0% | +321.4% | -94.4% | +81.3% |
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 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