+36.0%
KMB vs FFIV
+126.1%
-90.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | +0.5% | -8.1% | +8.6% | +1.0% |
| 30D | +12.4% | -33.4% | +45.8% | +15.1% |
| 3M | +1.0% | -24.7% | +25.7% | +2.5% |
| 6M | +12.1% | -8.8% | +21.0% | +11.9% |
| YTD | +11.6% | +21.8% | -10.2% | +8.2% |
| 1Y | +13.1% | +25.3% | -12.2% | +9.2% |
| 3Y | +1.6% | +101.2% | -99.6% | -8.1% |
| 5Y | -0.3% | +40.2% | -40.5% | -6.9% |
| All | +36.0% | +126.1% | -90.1% | +12.8% |
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