+83.9%
FERG vs KMB
+2.6%
+81.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +3.2% | +8.0% | +10.6% |
| 7D | +7.3% | +3.4% | +3.9% | +6.6% |
| 30D | +18.1% | +14.7% | +3.4% | +15.0% |
| 3M | +1.6% | +3.3% | -1.6% | +0.8% |
| 6M | +8.5% | +16.8% | -8.3% | +4.9% |
| YTD | +18.6% | +15.2% | +3.3% | +14.8% |
| 1Y | +5.7% | +13.3% | -7.6% | +2.6% |
| 3Y | +74.0% | +5.4% | +68.6% | +66.4% |
| 5Y | +83.9% | +2.7% | +81.2% | +78.3% |
| All | +83.9% | +2.6% | +81.3% | +78.3% |
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