+18.0%
KMB vs FFIV
+216.0%
-198.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | -3.0% | -1.0% | -2.1% | -3.0% |
| 30D | -5.5% | -5.1% | -0.4% | -5.2% |
| 3M | +14.0% | -4.5% | +18.4% | +14.2% |
| 6M | +4.1% | +36.5% | -32.4% | +1.0% |
| YTD | +8.0% | +53.0% | -44.9% | +3.5% |
| 1Y | -13.7% | +24.2% | -38.0% | -15.9% |
| 3Y | -5.9% | +137.2% | -143.2% | -15.2% |
| 5Y | -8.6% | +91.8% | -100.4% | -16.6% |
| All | +18.0% | +216.0% | -198.0% | -3.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling