+1.5%
KMB vs FICO
+84.1%
-82.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.5% |
| 7D | +0.4% | -0.3% | +0.7% | +0.4% |
| 30D | +14.1% | +1.7% | +12.4% | +13.9% |
| 3M | -0.5% | -35.2% | +34.7% | +2.2% |
| 6M | +16.6% | -33.7% | +50.2% | +19.6% |
| YTD | +13.7% | -58.2% | +71.9% | +19.8% |
| 1Y | +16.1% | -56.6% | +72.6% | +21.9% |
| 3Y | +4.7% | -24.0% | +28.7% | +2.3% |
| 5Y | +1.5% | +86.1% | -84.5% | -11.0% |
| All | +1.5% | +84.1% | -82.5% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling