+1,660.4%
KMB vs LUMN
+156.1%
+1,504.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.5% |
| 7D | -6.5% | +2.5% | -9.0% | -6.7% |
| 30D | -8.8% | +10.3% | -19.1% | -9.6% |
| 3M | -2.2% | -18.3% | +16.1% | -1.0% |
| 6M | +0.7% | +4.4% | -3.7% | -0.7% |
| YTD | +1.0% | -10.7% | +11.7% | +0.1% |
| 1Y | -20.3% | +14.0% | -34.3% | -23.8% |
| 3Y | -13.3% | +406.6% | -419.8% | -38.6% |
| 5Y | -12.9% | -36.8% | +23.9% | -19.0% |
| 10Y | +14.1% | -56.2% | +70.3% | +4.9% |
| All | +1,660.4% | +156.1% | +1,504.2% | +946.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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