+1,782.5%
KMB vs LNT
+3,155.8%
-1,373.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.0% | -0.1% | -3.0% | -3.0% |
| 30D | -5.5% | -3.2% | -2.3% | -4.5% |
| 3M | +14.0% | -4.1% | +18.0% | +15.6% |
| 6M | +4.1% | -4.6% | +8.7% | +5.7% |
| YTD | +8.0% | +7.0% | +1.0% | +5.5% |
| 1Y | -13.7% | +8.3% | -22.0% | -16.1% |
| 3Y | -5.9% | +51.0% | -56.9% | -18.6% |
| 5Y | -8.6% | +30.2% | -38.8% | -17.6% |
| 10Y | +17.3% | +143.6% | -126.3% | -13.4% |
| All | +1,782.5% | +3,155.8% | -1,373.3% | +578.1% |
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