+279.6%
KMB vs LVS
+54.7%
+224.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.6% |
| 7D | +0.1% | -1.3% | +1.3% | +0.1% |
| 30D | +10.2% | +12.2% | -2.0% | +9.5% |
| 3M | +1.5% | -11.3% | +12.8% | +2.2% |
| 6M | +16.6% | -21.6% | +38.2% | +18.2% |
| YTD | +12.1% | -36.6% | +48.7% | +14.8% |
| 1Y | +11.1% | -38.4% | +49.5% | +13.9% |
| 3Y | +1.9% | -10.2% | +12.1% | +1.6% |
| 5Y | -1.3% | +9.4% | -10.7% | -3.9% |
| 10Y | +37.8% | -11.3% | +49.1% | +32.8% |
| All | +279.6% | +54.7% | +224.9% | +227.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling