+36.0%
KMB vs FDS
+135.4%
-99.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -1.0% |
| 7D | +0.5% | -0.5% | +1.0% | +0.6% |
| 30D | +12.4% | +20.2% | -7.8% | +8.1% |
| 3M | +1.0% | +19.9% | -18.9% | -3.1% |
| 6M | +12.1% | +56.2% | -44.0% | +0.9% |
| YTD | +11.6% | +14.6% | -2.9% | +6.9% |
| 1Y | +13.1% | +31.6% | -18.5% | +4.4% |
| 3Y | +1.6% | -23.8% | +25.4% | +6.4% |
| 5Y | -0.3% | -22.6% | +22.2% | +2.4% |
| All | +36.0% | +135.4% | -99.4% | +9.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling