+110.2%
LLY vs KMB
-5.5%
+115.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | -2.1% | -3.0% | +0.9% | -1.6% |
| 30D | -1.6% | -5.5% | +3.9% | -0.6% |
| 3M | +2.3% | +14.0% | -11.7% | +0.1% |
| 6M | +14.9% | +4.1% | +10.8% | +13.9% |
| YTD | +7.5% | +8.0% | -0.6% | +6.1% |
| 1Y | +55.7% | -13.7% | +69.4% | +58.5% |
| All | +110.2% | -5.5% | +115.7% | +107.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling