+641.4%
KMB vs FDS
+9,502.8%
-8,861.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -1.1% |
| 7D | -3.0% | -1.9% | -1.1% | -2.8% |
| 30D | -5.5% | +9.0% | -14.5% | -6.6% |
| 3M | +14.0% | +18.9% | -4.9% | +11.0% |
| 6M | +4.1% | +35.1% | -31.0% | -0.8% |
| YTD | +8.0% | +5.5% | +2.5% | +6.1% |
| 1Y | -13.7% | -16.8% | +3.1% | -12.7% |
| 3Y | -5.9% | -28.1% | +22.1% | -3.3% |
| 5Y | -8.6% | -17.4% | +8.8% | -8.3% |
| 10Y | +17.3% | +85.4% | -68.2% | +4.9% |
| All | +641.4% | +9,502.8% | -8,861.4% | +341.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling