+16.8%
KMB vs FDX
+178.0%
-161.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -1.6% |
| 7D | -2.7% | -3.3% | +0.6% | -2.3% |
| 30D | -5.0% | -1.4% | -3.6% | -4.9% |
| 3M | +6.6% | -4.5% | +11.1% | +7.0% |
| 6M | +1.0% | +9.4% | -8.4% | -0.3% |
| YTD | +6.0% | +36.0% | -30.1% | +2.1% |
| 1Y | -16.6% | +75.5% | -92.1% | -22.1% |
| 3Y | -8.6% | +62.8% | -71.4% | -15.0% |
| 5Y | -10.9% | +64.4% | -75.3% | -18.4% |
| 10Y | +16.8% | +175.5% | -158.6% | -6.5% |
| All | +16.8% | +178.0% | -161.1% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling