-0.6%
KMB vs LEN
-4.6%
+4.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.3% |
| 7D | +0.5% | +2.1% | -1.6% | +0.1% |
| 30D | +12.4% | +16.6% | -4.2% | +9.4% |
| 3M | +1.0% | +5.3% | -4.3% | -0.2% |
| 6M | +12.1% | -0.8% | +12.9% | +11.6% |
| YTD | +11.6% | -11.7% | +23.4% | +12.7% |
| 1Y | +13.1% | -24.6% | +37.7% | +16.7% |
| 3Y | +1.6% | -18.7% | +20.2% | +2.3% |
| All | -0.6% | -4.6% | +4.1% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling