+53.1%
LLY vs KMB
-16.3%
+69.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.9% |
| 7D | -3.1% | -2.7% | -0.4% | -2.7% |
| 30D | -5.1% | -5.0% | 0.0% | -4.4% |
| 3M | -2.1% | +6.6% | -8.6% | -2.3% |
| 6M | +13.8% | +1.0% | +12.9% | +13.0% |
| YTD | +5.1% | +6.0% | -0.9% | +4.9% |
| 1Y | +53.1% | -16.6% | +69.7% | +58.1% |
| All | +53.1% | -16.3% | +69.4% | +58.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling