+13.6%
KMB vs LULU
-31.7%
+45.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.8% | -0.6% | +3.5% |
| 7D | +0.4% | +6.5% | -6.1% | -0.5% |
| 30D | +14.0% | +20.3% | -6.3% | +11.3% |
| 3M | -1.3% | -8.9% | +7.6% | -1.2% |
| 6M | +16.7% | -13.1% | +29.8% | +16.5% |
| YTD | +12.0% | -46.1% | +58.1% | +13.3% |
| 1Y | +13.6% | -30.3% | +43.9% | +12.8% |
| All | +13.6% | -31.7% | +45.3% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 1y: compounded portfolio wealth divided by compounded LULU 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…
1y analysis · Full analysis span regression · 6 months rolling