-0.1%
KMB vs LII
+19.4%
-19.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | +6.0% | +0.4% | +5.6% | +6.0% |
| 30D | +13.5% | -2.4% | +15.9% | +13.8% |
| 3M | +3.8% | -17.5% | +21.3% | +6.6% |
| 6M | +15.6% | -32.8% | +48.4% | +21.5% |
| YTD | +14.0% | -27.7% | +41.7% | +18.0% |
| 1Y | +12.9% | -28.1% | +41.0% | +16.9% |
| 3Y | +3.7% | -9.7% | +13.4% | +0.6% |
| 5Y | -0.1% | +19.5% | -19.6% | -12.2% |
| All | -0.1% | +19.4% | -19.4% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling