+13.6%
KMB vs FDS
+31.1%
-17.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.9% | +1.3% | +3.8% |
| 7D | +0.4% | +9.4% | -9.1% | -0.6% |
| 30D | +14.0% | +23.8% | -9.8% | +11.8% |
| 3M | -1.3% | +25.1% | -26.5% | -3.3% |
| 6M | +16.7% | +53.8% | -37.1% | +13.7% |
| YTD | +12.0% | +19.6% | -7.6% | +9.8% |
| 1Y | +13.6% | +31.6% | -18.0% | +8.9% |
| All | +13.6% | +31.1% | -17.5% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling