+1,782.5%
KMB vs FDX
+4,233.7%
-2,451.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -1.5% |
| 7D | -3.0% | -2.5% | -0.5% | -2.6% |
| 30D | -5.5% | +3.8% | -9.3% | -6.2% |
| 3M | +14.0% | -1.3% | +15.3% | +14.0% |
| 6M | +4.1% | +5.0% | -0.9% | +2.8% |
| YTD | +8.0% | +39.6% | -31.6% | +1.3% |
| 1Y | -13.7% | +81.1% | -94.9% | -22.9% |
| 3Y | -5.9% | +63.0% | -69.0% | -16.0% |
| 5Y | -8.6% | +65.6% | -74.2% | -20.5% |
| 10Y | +17.3% | +183.4% | -166.1% | -12.8% |
| All | +1,782.5% | +4,233.7% | -2,451.1% | +616.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling