-1.3%
KMB vs LULU
-76.8%
+75.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +2.0% |
| 7D | +0.9% | -4.6% | +5.6% | +1.3% |
| 30D | +10.1% | +12.3% | -2.2% | +9.2% |
| 3M | 0.0% | -11.6% | +11.7% | +0.6% |
| 6M | +15.7% | -12.8% | +28.5% | +16.2% |
| YTD | +12.6% | -49.2% | +61.8% | +16.2% |
| 1Y | +10.1% | -37.7% | +47.9% | +12.3% |
| 3Y | +2.1% | -74.7% | +76.8% | +8.3% |
| All | -1.3% | -76.8% | +75.5% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling