-80.3%
FIG vs KMB
-12.7%
-67.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.9% | -3.7% | -5.6% |
| 7D | -16.4% | -2.7% | -13.6% | -16.3% |
| 30D | -2.3% | -5.0% | +2.7% | -2.2% |
| 3M | +7.8% | +6.6% | +1.3% | +11.0% |
| 6M | -21.8% | +1.0% | -22.8% | -19.8% |
| YTD | -39.1% | +6.0% | -45.1% | -37.6% |
| 1Y | -56.6% | -16.6% | -40.0% | -56.2% |
| All | -80.3% | -12.7% | -67.6% | -80.0% |
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