+38.7%
KMB vs LEN
+166.0%
-127.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.2% | 0.0% | +2.7% |
| 7D | +3.4% | +0.6% | +2.8% | +3.3% |
| 30D | +14.7% | +19.4% | -4.7% | +11.7% |
| 3M | +3.3% | +4.5% | -1.3% | +2.4% |
| 6M | +16.8% | +4.9% | +11.9% | +15.5% |
| YTD | +15.2% | -8.9% | +24.1% | +15.9% |
| 1Y | +13.3% | -23.0% | +36.3% | +16.4% |
| 3Y | +5.4% | -16.7% | +22.1% | +6.0% |
| 5Y | +2.7% | -4.5% | +7.2% | -0.4% |
| 10Y | +38.7% | +162.2% | -123.5% | +14.3% |
| All | +38.7% | +166.0% | -127.4% | +14.3% |
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