+261.8%
KMB vs LYV
+1,445.4%
-1,183.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.1% |
| 7D | -8.6% | -5.3% | -3.3% | -8.1% |
| 30D | -7.5% | -7.9% | +0.4% | -6.8% |
| 3M | -0.6% | +4.5% | -5.1% | -1.0% |
| 6M | -1.5% | +2.5% | -4.1% | -1.9% |
| YTD | +1.6% | +19.3% | -17.7% | -0.2% |
| 1Y | -20.8% | -0.2% | -20.6% | -21.0% |
| 3Y | -12.4% | +110.0% | -122.4% | -19.1% |
| 5Y | -12.9% | +96.8% | -109.7% | -20.5% |
| 10Y | +14.7% | +559.9% | -545.2% | -11.5% |
| All | +261.8% | +1,445.4% | -1,183.6% | +135.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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