-1.0%
KMB vs LUNR
+34.7%
-35.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | +0.9% | +24.2% | -23.2% | +1.1% |
| 30D | +10.1% | +18.0% | -7.9% | +10.2% |
| 3M | 0.0% | -26.0% | +26.0% | 0.0% |
| 6M | +15.7% | -63.6% | +79.3% | +15.3% |
| YTD | +12.6% | -19.9% | +32.5% | +12.8% |
| 1Y | +10.1% | +50.1% | -40.0% | +10.6% |
| 3Y | +2.1% | +374.5% | -372.3% | +3.3% |
| All | -1.0% | +34.7% | -35.8% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 10y: compounded portfolio wealth divided by compounded LUNR 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…
10y analysis · Full analysis span regression · 6 months rolling