-5.6%
KMB vs FDX
+63.5%
-69.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -1.5% |
| 7D | -3.0% | -2.5% | -0.5% | -2.8% |
| 30D | -5.5% | +3.8% | -9.3% | -5.9% |
| 3M | +14.0% | -1.3% | +15.3% | +14.0% |
| 6M | +4.1% | +5.0% | -0.9% | +3.3% |
| YTD | +8.0% | +39.6% | -31.6% | +4.8% |
| 1Y | -13.7% | +81.1% | -94.9% | -18.2% |
| All | -5.6% | +63.5% | -69.2% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling