+12.9%
KMB vs FGI
+45.2%
-32.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +6.0% | -4.1% | +10.1% | +6.1% |
| 30D | +13.5% | -3.4% | +16.9% | +13.5% |
| 3M | +3.8% | +61.8% | -58.0% | +2.8% |
| 6M | +15.6% | +17.0% | -1.4% | +14.5% |
| YTD | +14.0% | +31.4% | -17.4% | +12.2% |
| 1Y | +12.9% | +42.7% | -29.7% | +10.7% |
| All | +12.9% | +45.2% | -32.2% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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