+2,043.2%
LLY vs KMB
+36.7%
+2,006.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.1% | -0.1% |
| 7D | -4.5% | +0.5% | -4.9% | -4.7% |
| 30D | +13.9% | +12.4% | +1.5% | +9.3% |
| 3M | +13.8% | +1.0% | +12.8% | +13.2% |
| 6M | +37.6% | +12.1% | +25.5% | +31.6% |
| YTD | +26.6% | +11.6% | +15.0% | +21.1% |
| 1Y | +45.3% | +13.1% | +32.2% | +38.3% |
| 3Y | +132.2% | +1.6% | +130.7% | +123.4% |
| 5Y | +434.7% | -0.3% | +435.0% | +413.5% |
| All | +2,043.2% | +36.7% | +2,006.5% | +1,788.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 10y: compounded portfolio wealth divided by compounded KMB 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…
10y analysis · Full analysis span regression · 6 months rolling