+187.0%
LMT vs KMB
+12.7%
+174.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -1.0% |
| 7D | -1.3% | -8.6% | +7.3% | +1.2% |
| 30D | -12.5% | -7.5% | -5.0% | -10.6% |
| 3M | -0.5% | -0.6% | +0.2% | -0.6% |
| 6M | -20.0% | -1.5% | -18.5% | -20.1% |
| YTD | +10.4% | +1.6% | +8.8% | +9.0% |
| 1Y | +17.7% | -20.8% | +38.5% | +25.0% |
| 3Y | +34.3% | -12.4% | +46.7% | +36.5% |
| 5Y | +71.8% | -12.9% | +84.8% | +72.9% |
| 10Y | +187.0% | +14.7% | +172.3% | +176.3% |
| All | +187.0% | +12.7% | +174.3% | +176.3% |
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