+1.6%
KMB vs FICO
-24.3%
+25.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | +0.5% | -0.9% | +1.4% | +0.5% |
| 30D | +12.4% | +3.3% | +9.0% | +12.1% |
| 3M | +1.0% | -31.7% | +32.7% | +2.9% |
| 6M | +12.1% | -34.0% | +46.1% | +14.9% |
| YTD | +11.6% | -58.3% | +69.9% | +16.0% |
| 1Y | +13.1% | -57.9% | +71.0% | +17.4% |
| 3Y | +1.6% | -24.1% | +25.6% | 0.0% |
| All | +1.6% | -24.3% | +25.8% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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