+1,844.7%
KMB vs FDX
+4,056.7%
-2,211.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -1.3% |
| 7D | +0.5% | -1.6% | +2.1% | +0.7% |
| 30D | +12.4% | +6.6% | +5.8% | +11.1% |
| 3M | +1.0% | -2.1% | +3.0% | +1.3% |
| 6M | +12.1% | +2.2% | +10.0% | +11.4% |
| YTD | +11.6% | +33.9% | -22.3% | +5.4% |
| 1Y | +13.1% | +50.2% | -37.1% | +4.6% |
| 3Y | +1.6% | +65.5% | -64.0% | -9.5% |
| 5Y | -0.3% | +74.1% | -74.4% | -14.1% |
| 10Y | +37.9% | +156.7% | -118.8% | +4.5% |
| All | +1,844.7% | +4,056.7% | -2,211.9% | +645.7% |
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 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