+0.8%
HL vs KMB
+1,906.2%
-1,905.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.1% |
| 7D | -11.1% | +0.9% | -12.0% | -11.2% |
| 30D | -12.1% | +10.1% | -22.2% | -13.1% |
| 3M | -26.1% | 0.0% | -26.1% | -26.1% |
| 6M | -37.7% | +15.7% | -53.4% | -38.9% |
| YTD | -31.7% | +12.6% | -44.3% | -32.7% |
| 1Y | -11.6% | +10.1% | -21.8% | -12.7% |
| 3Y | +249.6% | +2.1% | +247.5% | +245.7% |
| 5Y | +108.5% | -0.7% | +109.2% | +106.4% |
| 10Y | +127.0% | +38.5% | +88.5% | +118.4% |
| All | +0.8% | +1,906.2% | -1,905.4% | +15.9% |
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