-8.6%
KMB vs LVS
-6.1%
-2.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -1.9% |
| 7D | -2.7% | +0.3% | -3.0% | -2.7% |
| 30D | -5.0% | -3.9% | -1.1% | -4.8% |
| 3M | +6.6% | -12.9% | +19.4% | +7.4% |
| 6M | +1.0% | -16.9% | +17.9% | +1.9% |
| YTD | +6.0% | -31.2% | +37.2% | +7.8% |
| 1Y | -16.6% | -16.4% | -0.2% | -16.1% |
| 3Y | -8.6% | -4.4% | -4.2% | -11.2% |
| All | -8.6% | -6.1% | -2.6% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 3y: compounded portfolio wealth divided by compounded LVS 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…
3y analysis · Full analysis span regression · 6 months rolling