-13.7%
KMB vs LULU
-49.9%
+36.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -17.4% | +15.8% | 0.0% |
| 7D | -3.0% | -16.7% | +13.7% | -1.6% |
| 30D | -5.5% | -18.5% | +13.1% | -3.9% |
| 3M | +14.0% | -19.5% | +33.4% | +15.4% |
| 6M | +4.1% | -41.9% | +46.0% | +7.4% |
| YTD | +8.0% | -51.6% | +59.6% | +12.3% |
| 1Y | -13.7% | -51.2% | +37.4% | -12.3% |
| All | -13.7% | -49.9% | +36.2% | -12.3% |
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