+438.4%
KMB vs FE
+561.4%
-123.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -3.0% | +1.9% | -5.0% | -3.6% |
| 30D | -5.5% | -1.2% | -4.3% | -5.2% |
| 3M | +14.0% | +3.5% | +10.5% | +12.9% |
| 6M | +4.1% | -6.1% | +10.1% | +5.8% |
| YTD | +8.0% | +7.6% | +0.4% | +5.8% |
| 1Y | -13.7% | +11.9% | -25.7% | -16.5% |
| 3Y | -5.9% | +48.4% | -54.4% | -16.0% |
| 5Y | -8.6% | +44.8% | -53.4% | -18.5% |
| 10Y | +17.3% | +115.9% | -98.6% | -8.9% |
| All | +438.4% | +561.4% | -123.0% | +135.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling