-3.4%
KMB vs FGI
-70.0%
+66.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.9% | +1.3% | +3.2% |
| 7D | +3.4% | -1.4% | +4.8% | +3.4% |
| 30D | +14.7% | -3.2% | +17.9% | +14.7% |
| 3M | +3.3% | +64.1% | -60.8% | +3.3% |
| 6M | +16.8% | +17.2% | -0.4% | +16.7% |
| YTD | +15.2% | +31.6% | -16.4% | +15.3% |
| 1Y | +13.3% | +45.1% | -31.8% | +13.6% |
| 3Y | +5.4% | -2.0% | +7.4% | +7.0% |
| All | -3.4% | -70.0% | +66.6% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling