+1,610.3%
LLY vs KMB
+17.2%
+1,593.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.3% |
| 7D | -2.1% | -3.0% | +0.9% | -1.1% |
| 30D | -1.6% | -5.5% | +3.9% | +0.2% |
| 3M | +2.3% | +14.0% | -11.7% | -2.5% |
| 6M | +14.9% | +4.1% | +10.8% | +12.9% |
| YTD | +7.5% | +8.0% | -0.6% | +4.1% |
| 1Y | +55.7% | -13.7% | +69.4% | +62.0% |
| 3Y | +110.6% | -5.9% | +116.5% | +108.9% |
| 5Y | +363.4% | -8.6% | +372.0% | +361.3% |
| All | +1,610.3% | +17.2% | +1,593.0% | +1,468.4% |
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