+17,561.1%
LLY vs KMB
+1,824.3%
+15,736.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.3% |
| 3M | +2.3% | +14.0% | -11.7% | -2.7% |
| 6M | +14.9% | +4.1% | +10.8% | +12.8% |
| YTD | +7.5% | +8.0% | -0.6% | +4.0% |
| 1Y | +55.7% | -13.7% | +69.4% | +61.9% |
| 3Y | +110.6% | -5.9% | +116.5% | +109.5% |
| 5Y | +363.4% | -8.6% | +372.0% | +362.2% |
| 10Y | +1,649.0% | +17.3% | +1,631.7% | +1,458.2% |
| All | +17,561.1% | +1,824.3% | +15,736.8% | +5,790.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling