+1,782.5%
KMB vs FICO
+104,095.6%
-102,313.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -16.7% | +15.1% | -0.3% |
| 7D | -3.0% | -19.2% | +16.1% | -1.5% |
| 30D | -5.5% | -14.6% | +9.1% | -4.4% |
| 3M | +14.0% | -20.1% | +34.1% | +15.7% |
| 6M | +4.1% | -36.3% | +40.4% | +7.1% |
| YTD | +8.0% | -44.9% | +52.9% | +12.3% |
| 1Y | -13.7% | -38.6% | +24.9% | -11.3% |
| 3Y | -5.9% | +4.0% | -9.9% | -8.4% |
| 5Y | -8.6% | +99.5% | -108.1% | -16.6% |
| 10Y | +17.3% | +604.7% | -587.4% | -4.1% |
| All | +1,782.5% | +104,095.6% | -102,313.0% | +1,163.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling