+374.9%
KMB vs LII
+2,790.7%
-2,415.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.4% | +2.0% |
| 7D | +0.4% | +0.2% | +0.2% | +0.4% |
| 30D | +14.1% | -4.6% | +18.8% | +14.9% |
| 3M | -0.5% | -21.7% | +21.1% | +3.0% |
| 6M | +16.6% | -32.8% | +49.4% | +22.7% |
| YTD | +13.7% | -27.5% | +41.2% | +17.9% |
| 1Y | +16.1% | -28.0% | +44.0% | +20.4% |
| 3Y | +4.7% | -7.2% | +11.9% | +3.0% |
| 5Y | +1.5% | +22.6% | -21.1% | -5.6% |
| 10Y | +40.5% | +171.5% | -131.0% | +15.1% |
| All | +374.9% | +2,790.7% | -2,415.8% | +189.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling