+1,844.7%
KMB vs LEN
+11,263.3%
-9,418.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.5% |
| 7D | +0.5% | +2.1% | -1.6% | +0.2% |
| 30D | +12.4% | +16.6% | -4.2% | +10.5% |
| 3M | +1.0% | +5.3% | -4.3% | +0.3% |
| 6M | +12.1% | -0.8% | +12.9% | +12.0% |
| YTD | +11.6% | -11.7% | +23.4% | +12.7% |
| 1Y | +13.1% | -24.6% | +37.7% | +16.0% |
| 3Y | +1.6% | -18.7% | +20.2% | +2.4% |
| 5Y | -0.3% | -4.4% | +4.1% | -2.4% |
| 10Y | +37.9% | +152.2% | -114.3% | +17.5% |
| All | +1,844.7% | +11,263.3% | -9,418.5% | +849.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling