+40.2%
KMB vs FCUV
-87.2%
+127.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -13.7% | +12.1% | -1.6% |
| 7D | -3.0% | +62.8% | -65.9% | -3.0% |
| 30D | -5.5% | +66.5% | -72.0% | -5.4% |
| 3M | +14.0% | +459.9% | -446.0% | +14.2% |
| 6M | +4.1% | -12.4% | +16.5% | +4.3% |
| YTD | +8.0% | -47.5% | +55.6% | +8.2% |
| 1Y | -13.7% | -80.5% | +66.8% | -13.6% |
| 3Y | -5.9% | -97.6% | +91.7% | -5.8% |
| 5Y | -8.6% | -99.5% | +90.9% | -8.5% |
| 10Y | +17.3% | -95.8% | +113.0% | +18.6% |
| All | +40.2% | -87.2% | +127.5% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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