+2,049.9%
LLY vs KMB
+38.7%
+2,011.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +0.9% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | +21.5% | +10.2% | +11.3% | +17.4% |
| 3M | +18.5% | +1.5% | +17.0% | +17.7% |
| 6M | +49.1% | +16.6% | +32.5% | +40.7% |
| YTD | +34.4% | +12.1% | +22.3% | +28.4% |
| 1Y | +46.3% | +11.1% | +35.2% | +40.1% |
| 3Y | +145.5% | +1.9% | +143.5% | +135.8% |
| 5Y | +472.7% | -1.3% | +473.9% | +452.4% |
| 10Y | +2,049.9% | +37.8% | +2,012.2% | +1,750.3% |
| All | +2,049.9% | +38.7% | +2,011.2% | +1,750.3% |
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