+41.2%
USB vs KMB
-8.4%
+49.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | +0.1% |
| 7D | +1.4% | -3.0% | +4.5% | +2.0% |
| 30D | -1.3% | -5.5% | +4.2% | -0.3% |
| 3M | +15.2% | +14.0% | +1.3% | +12.3% |
| 6M | +18.8% | +4.1% | +14.7% | +17.6% |
| YTD | +21.0% | +8.0% | +13.0% | +18.7% |
| 1Y | +34.0% | -13.7% | +47.8% | +37.3% |
| 3Y | +95.3% | -5.9% | +101.3% | +92.9% |
| All | +41.2% | -8.4% | +49.5% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling