+59.1%
HL vs KMB
+1,824.3%
-1,765.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.3% |
| 7D | +1.5% | -3.0% | +4.5% | +1.9% |
| 30D | +25.1% | -5.5% | +30.5% | +25.9% |
| 3M | +22.9% | +14.0% | +8.9% | +20.9% |
| 6M | -4.9% | +4.1% | -9.0% | -5.5% |
| YTD | +7.8% | +8.0% | -0.2% | +6.8% |
| 1Y | +133.9% | -13.7% | +147.6% | +137.0% |
| 3Y | +380.9% | -5.9% | +386.8% | +380.2% |
| 5Y | +230.2% | -8.6% | +238.8% | +230.0% |
| 10Y | +265.6% | +17.3% | +248.3% | +257.2% |
| All | +59.1% | +1,824.3% | -1,765.2% | +83.9% |
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