+466.6%
KMB vs FE
+566.1%
-99.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +0.4% | +0.6% | -0.2% | +0.2% |
| 30D | +14.1% | +6.4% | +7.7% | +12.3% |
| 3M | -0.5% | -0.5% | -0.1% | -0.4% |
| 6M | +16.6% | +4.7% | +11.8% | +15.1% |
| YTD | +13.7% | +8.4% | +5.3% | +11.1% |
| 1Y | +16.1% | +7.2% | +8.8% | +13.8% |
| 3Y | +4.7% | +44.9% | -40.2% | -5.8% |
| 5Y | +1.5% | +46.3% | -44.7% | -9.6% |
| 10Y | +40.5% | +110.3% | -69.7% | +10.0% |
| All | +466.6% | +566.1% | -99.5% | +146.9% |
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 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