+107.6%
LMT vs KMB
-1.6%
+109.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.9% | +1.5% |
| 7D | +2.5% | +0.1% | +2.5% | +2.5% |
| 30D | +19.2% | +10.2% | +9.0% | +16.9% |
| 3M | +2.7% | +1.5% | +1.2% | +2.2% |
| 6M | +20.6% | +16.6% | +4.0% | +16.6% |
| YTD | +28.4% | +12.1% | +16.4% | +24.9% |
| 1Y | +36.9% | +11.1% | +25.9% | +33.4% |
| 3Y | +48.5% | +1.9% | +46.6% | +45.8% |
| 5Y | +107.6% | -1.3% | +108.9% | +98.2% |
| All | +107.6% | -1.6% | +109.2% | +98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling