+1,886.5%
KMB vs LNT
+3,435.0%
-1,548.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +6.0% | +1.6% | +4.5% | +5.5% |
| 30D | +13.5% | +12.1% | +1.4% | +9.2% |
| 3M | +3.8% | +8.2% | -4.4% | +1.0% |
| 6M | +15.6% | +3.6% | +12.0% | +14.2% |
| YTD | +14.0% | +16.2% | -2.2% | +8.3% |
| 1Y | +12.9% | +12.8% | +0.1% | +8.3% |
| 3Y | +3.7% | +66.5% | -62.8% | -13.0% |
| 5Y | -0.1% | +53.8% | -53.9% | -14.7% |
| 10Y | +41.1% | +182.5% | -141.4% | -0.3% |
| All | +1,886.5% | +3,435.0% | -1,548.5% | +596.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling