+7.1%
FERG vs KMB
+9.5%
-2.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | 0.0% |
| 7D | +9.7% | +0.9% | +8.8% | +9.5% |
| 30D | +15.0% | +10.1% | +5.0% | +12.3% |
| 3M | +3.8% | 0.0% | +3.7% | +3.3% |
| 6M | +10.6% | +15.7% | -5.1% | +5.0% |
| YTD | +17.0% | +12.6% | +4.3% | +12.8% |
| 1Y | +7.1% | +10.1% | -3.0% | +3.4% |
| All | +7.1% | +9.5% | -2.4% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling