+4.4%
KMB vs LYFT
-82.8%
+87.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | -7.7% | -13.1% | +5.4% | -7.6% |
| 30D | -8.2% | -14.4% | +6.2% | -8.1% |
| 3M | -1.9% | +12.2% | -14.1% | -1.9% |
| 6M | -0.7% | +13.4% | -14.0% | -0.7% |
| YTD | +1.4% | -22.5% | +23.8% | +1.5% |
| 1Y | -19.1% | -20.8% | +1.7% | -19.1% |
| 3Y | -12.6% | +38.8% | -51.4% | -13.2% |
| 5Y | -12.7% | -70.0% | +57.3% | -12.2% |
| All | +4.4% | -82.8% | +87.2% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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