+1,545.2%
FERG vs KMB
+225.7%
+1,319.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | -0.1% |
| 7D | +7.2% | +6.0% | +1.2% | +6.7% |
| 30D | +17.9% | +13.5% | +4.4% | +16.8% |
| 3M | -1.3% | +3.8% | -5.0% | -1.6% |
| 6M | +8.3% | +15.6% | -7.3% | +7.0% |
| YTD | +18.3% | +14.0% | +4.3% | +17.0% |
| 1Y | +4.7% | +12.9% | -8.2% | +3.6% |
| 3Y | +70.3% | +3.7% | +66.6% | +68.9% |
| 5Y | +84.6% | -0.1% | +84.7% | +83.3% |
| 10Y | +430.3% | +41.1% | +389.2% | +422.8% |
| All | +1,545.2% | +225.7% | +1,319.4% | +1,374.9% |
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