-10.7%
KMB vs LUNR
+54.8%
-65.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.7% | +0.6% | -4.1% |
| 7D | -8.6% | +0.5% | -9.1% | -8.6% |
| 30D | -7.5% | -5.3% | -2.2% | -7.6% |
| 3M | -0.6% | -45.6% | +45.0% | -0.9% |
| 6M | -1.5% | -17.4% | +15.8% | -1.5% |
| YTD | +1.6% | -7.9% | +9.6% | +1.7% |
| 1Y | -20.8% | +77.6% | -98.4% | -20.4% |
| 3Y | -12.4% | +247.4% | -259.8% | -11.5% |
| All | -10.7% | +54.8% | -65.6% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling