+132.2%
LLY vs KMB
+2.8%
+129.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.1% | -0.4% |
| 7D | -4.5% | +0.5% | -4.9% | -4.6% |
| 30D | +13.9% | +12.4% | +1.5% | +11.4% |
| 3M | +13.8% | +1.0% | +12.8% | +13.3% |
| 6M | +37.6% | +12.1% | +25.5% | +34.8% |
| YTD | +26.6% | +11.6% | +15.0% | +24.1% |
| 1Y | +45.3% | +13.1% | +32.2% | +42.3% |
| 3Y | +132.2% | +1.6% | +130.7% | +135.6% |
| All | +132.2% | +2.8% | +129.5% | +135.6% |
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 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