+13.8%
KMB vs LNT
+148.3%
-134.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.2% |
| 7D | -7.7% | -1.1% | -6.6% | -7.2% |
| 30D | -8.2% | -1.9% | -6.3% | -7.4% |
| 3M | -1.9% | -7.2% | +5.3% | +1.7% |
| 6M | -0.7% | -3.9% | +3.2% | +1.1% |
| YTD | +1.4% | +5.9% | -4.5% | -1.6% |
| 1Y | -19.1% | +8.4% | -27.5% | -22.5% |
| 3Y | -12.6% | +46.6% | -59.2% | -28.4% |
| 5Y | -12.7% | +32.4% | -45.1% | -26.1% |
| All | +13.8% | +148.3% | -134.5% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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