-5.1%
KMB vs LUNR
+53.5%
-58.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.4% | -1.6% |
| 7D | -3.0% | -3.6% | +0.6% | -3.1% |
| 30D | -5.5% | +5.9% | -11.3% | -5.4% |
| 3M | +14.0% | -56.0% | +69.9% | +13.6% |
| 6M | +4.1% | -20.5% | +24.5% | +4.1% |
| YTD | +8.0% | -8.7% | +16.8% | +8.2% |
| 1Y | -13.7% | +75.9% | -89.6% | -13.3% |
| 3Y | -5.9% | +202.9% | -208.8% | -5.1% |
| All | -5.1% | +53.5% | -58.5% | -2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling