-79.1%
FIG vs KMB
-10.9%
-68.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -4.3% |
| 7D | -16.3% | -3.0% | -13.3% | -16.2% |
| 30D | -14.3% | -5.5% | -8.8% | -14.2% |
| 3M | +7.2% | +14.0% | -6.8% | +11.4% |
| 6M | -18.6% | +4.1% | -22.7% | -16.4% |
| YTD | -35.5% | +8.0% | -43.5% | -33.9% |
| 1Y | -55.8% | -13.7% | -42.1% | -55.2% |
| All | -79.1% | -10.9% | -68.2% | -78.8% |
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