-11.2%
KMB vs LUNR
+48.7%
-59.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.3% |
| 7D | -6.5% | -3.1% | -3.4% | -6.5% |
| 30D | -8.8% | -15.3% | +6.5% | -8.9% |
| 3M | -2.2% | -53.2% | +51.0% | -2.5% |
| 6M | +0.7% | -22.2% | +22.9% | +0.6% |
| YTD | +1.0% | -11.6% | +12.6% | +1.2% |
| 1Y | -20.3% | +68.4% | -88.7% | -19.9% |
| 3Y | -13.3% | +216.8% | -230.0% | -12.4% |
| All | -11.2% | +48.7% | -59.9% | -8.4% |
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