+40.2%
KMB vs FE
+120.7%
-80.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | +6.0% | -0.5% | +6.6% | +6.2% |
| 30D | +13.5% | +4.3% | +9.2% | +12.1% |
| 3M | +3.8% | +0.4% | +3.4% | +3.6% |
| 6M | +15.6% | +6.9% | +8.6% | +13.2% |
| YTD | +14.0% | +8.0% | +6.0% | +11.2% |
| 1Y | +12.9% | +4.8% | +8.1% | +11.1% |
| 3Y | +3.7% | +49.0% | -45.2% | -8.7% |
| 5Y | -0.1% | +46.2% | -46.3% | -12.5% |
| All | +40.2% | +120.7% | -80.5% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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