+440.7%
FERG vs KMB
+38.7%
+401.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.1% |
| 7D | +6.4% | +0.1% | +6.4% | +6.4% |
| 30D | +19.9% | +10.2% | +9.7% | +18.8% |
| 3M | +5.6% | +1.5% | +4.1% | +5.3% |
| 6M | +9.2% | +16.6% | -7.4% | +7.6% |
| YTD | +20.6% | +12.1% | +8.6% | +19.2% |
| 1Y | +5.7% | +11.1% | -5.4% | +4.5% |
| 3Y | +73.6% | +1.9% | +71.7% | +72.1% |
| 5Y | +86.2% | -1.3% | +87.5% | +84.7% |
| 10Y | +440.7% | +37.8% | +402.9% | +440.0% |
| All | +440.7% | +38.7% | +401.9% | +440.0% |
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