-14.8%
KMB vs FFIV
+25.9%
-40.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.3% | -2.8% |
| 7D | -4.2% | -1.0% | -3.2% | -4.2% |
| 30D | -6.6% | -5.1% | -1.5% | -6.9% |
| 3M | +12.6% | -4.5% | +17.1% | +12.3% |
| 6M | +2.9% | +36.5% | -33.6% | +3.4% |
| YTD | +6.8% | +53.0% | -46.2% | +6.9% |
| 1Y | -14.8% | +24.2% | -39.0% | -16.1% |
| All | -14.8% | +25.9% | -40.7% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling