+37.8%
KMB vs FFIV
+130.1%
-92.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.8% |
| 7D | +0.1% | -2.9% | +3.0% | +0.2% |
| 30D | +10.2% | -32.4% | +42.6% | +12.8% |
| 3M | +1.5% | -22.7% | +24.2% | +2.8% |
| 6M | +16.6% | -10.7% | +27.3% | +16.6% |
| YTD | +12.1% | +25.4% | -13.3% | +8.4% |
| 1Y | +11.1% | +34.2% | -23.1% | +6.7% |
| 3Y | +1.9% | +101.2% | -99.3% | -7.6% |
| 5Y | -1.3% | +42.0% | -43.2% | -7.8% |
| 10Y | +37.8% | +126.7% | -88.9% | +15.4% |
| All | +37.8% | +130.1% | -92.3% | +15.4% |
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