+13.6%
KMB vs FDX
+65.6%
-52.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.6% | +0.6% | +3.3% |
| 7D | +0.4% | +8.1% | -7.8% | -1.4% |
| 30D | +14.0% | +13.9% | +0.1% | +10.9% |
| 3M | -1.3% | +5.5% | -6.9% | -2.6% |
| 6M | +16.7% | +15.1% | +1.6% | +12.6% |
| YTD | +12.0% | +43.2% | -31.2% | +8.1% |
| 1Y | +13.6% | +65.0% | -51.4% | +6.5% |
| All | +13.6% | +65.6% | -52.0% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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