-9.4%
KMB vs FGI
-70.4%
+61.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.5% | -9.2% | -1.6% |
| 7D | -3.0% | +0.5% | -3.6% | -3.0% |
| 30D | -5.5% | +65.4% | -70.9% | -5.5% |
| 3M | +14.0% | +23.5% | -9.5% | +13.9% |
| 6M | +4.1% | +60.5% | -56.4% | +4.3% |
| YTD | +8.0% | +30.0% | -22.0% | +8.1% |
| 1Y | -13.7% | +82.1% | -95.8% | -12.9% |
| 3Y | -5.9% | -4.4% | -1.6% | -4.6% |
| All | -9.4% | -70.4% | +61.0% | -9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling