+74.4%
LMT vs KMB
-9.5%
+83.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.4% |
| 7D | -1.5% | -2.7% | +1.2% | -1.1% |
| 30D | -8.2% | -5.0% | -3.2% | -7.5% |
| 3M | +3.7% | +6.6% | -2.8% | +2.4% |
| 6M | -19.2% | +1.0% | -20.1% | -19.5% |
| YTD | +12.9% | +6.0% | +6.9% | +11.3% |
| 1Y | +19.8% | -16.6% | +36.4% | +23.7% |
| 3Y | +37.3% | -8.6% | +45.9% | +38.6% |
| 5Y | +74.4% | -10.9% | +85.2% | +79.6% |
| All | +74.4% | -9.5% | +83.9% | +79.6% |
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 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