+91.7%
USB vs KMB
+36.7%
+55.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | 0.0% |
| 7D | 0.0% | +0.5% | -0.5% | -0.2% |
| 30D | +5.8% | +12.4% | -6.5% | +2.4% |
| 3M | -6.0% | +1.0% | -6.9% | -6.4% |
| 6M | +7.8% | +12.1% | -4.4% | +4.0% |
| YTD | +14.6% | +11.6% | +3.0% | +10.4% |
| 1Y | +31.8% | +13.1% | +18.7% | +26.4% |
| 3Y | +91.5% | +1.6% | +89.9% | +85.3% |
| 5Y | +22.0% | -0.3% | +22.4% | +17.4% |
| All | +91.7% | +36.7% | +55.0% | +80.4% |
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