-5.6%
KMB vs FFIV
+136.9%
-142.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | -3.0% | -1.0% | -2.1% | -3.1% |
| 30D | -5.5% | -5.1% | -0.4% | -5.7% |
| 3M | +14.0% | -4.5% | +18.4% | +13.8% |
| 6M | +4.1% | +36.5% | -32.4% | +4.8% |
| YTD | +8.0% | +53.0% | -44.9% | +8.9% |
| 1Y | -13.7% | +24.2% | -38.0% | -13.4% |
| All | -5.6% | +136.9% | -142.5% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling