+38.7%
KMB vs LII
+170.7%
-132.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +1.0% | +2.8% |
| 7D | +3.4% | -1.2% | +4.6% | +3.6% |
| 30D | +14.7% | -2.0% | +16.6% | +15.0% |
| 3M | +3.3% | -20.2% | +23.5% | +7.6% |
| 6M | +16.8% | -32.5% | +49.3% | +24.6% |
| YTD | +15.2% | -27.4% | +42.6% | +20.4% |
| 1Y | +13.3% | -28.2% | +41.5% | +18.6% |
| 3Y | +5.4% | -7.2% | +12.7% | +1.3% |
| 5Y | +2.7% | +19.9% | -17.2% | -9.5% |
| 10Y | +38.7% | +168.6% | -130.0% | -1.8% |
| All | +38.7% | +170.7% | -132.1% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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