+134.4%
HL vs KMB
+36.1%
+98.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -3.9% | -5.1% |
| 7D | -7.6% | -3.0% | -4.7% | -6.9% |
| 30D | -17.5% | +9.1% | -26.5% | -19.2% |
| 3M | -26.2% | -0.4% | -25.8% | -26.2% |
| 6M | -35.1% | +13.0% | -48.0% | -37.1% |
| YTD | -30.4% | +10.3% | -40.7% | -32.1% |
| 1Y | -14.0% | +8.2% | -22.2% | -15.6% |
| 3Y | +256.3% | +0.4% | +255.9% | +245.9% |
| 5Y | +112.5% | -2.7% | +115.2% | +106.7% |
| All | +134.4% | +36.1% | +98.3% | +114.7% |
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