+16.8%
KMB vs LEN
+99.2%
-82.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.8% | +1.9% | -1.4% |
| 7D | -2.7% | -2.9% | +0.2% | -2.3% |
| 30D | -5.0% | -8.9% | +3.8% | -3.8% |
| 3M | +6.6% | -10.9% | +17.5% | +8.2% |
| 6M | +1.0% | -19.7% | +20.6% | +3.8% |
| YTD | +6.0% | -20.6% | +26.5% | +8.9% |
| 1Y | -16.6% | -42.4% | +25.8% | -10.7% |
| 3Y | -8.6% | -26.5% | +17.9% | -6.4% |
| 5Y | -10.9% | -10.9% | +0.1% | -12.4% |
| 10Y | +16.8% | +100.6% | -83.8% | +1.8% |
| All | +16.8% | +99.2% | -82.4% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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