+11,275.8%
LMT vs KMB
+1,824.3%
+9,451.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.0% |
| 7D | -6.3% | -3.0% | -3.2% | -5.5% |
| 30D | -8.5% | -5.5% | -3.0% | -7.1% |
| 3M | +1.8% | +14.0% | -12.2% | -2.2% |
| 6M | -19.9% | +4.1% | -24.0% | -21.2% |
| YTD | +10.6% | +8.0% | +2.5% | +7.4% |
| 1Y | +17.9% | -13.7% | +31.7% | +21.6% |
| 3Y | +27.0% | -5.9% | +32.9% | +26.6% |
| 5Y | +68.7% | -8.6% | +77.3% | +68.1% |
| 10Y | +181.1% | +17.3% | +163.8% | +157.0% |
| All | +11,275.8% | +1,824.3% | +9,451.5% | +5,409.9% |
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