+1,851.2%
KMB vs FICO
+78,251.7%
-76,400.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.2% | +7.4% | +4.4% |
| 7D | +0.4% | +0.4% | 0.0% | +0.3% |
| 30D | +14.0% | +1.7% | +12.4% | +13.7% |
| 3M | -1.3% | -33.0% | +31.7% | +1.1% |
| 6M | +16.7% | -33.9% | +50.5% | +19.4% |
| YTD | +12.0% | -58.5% | +70.5% | +18.3% |
| 1Y | +13.6% | -56.4% | +70.0% | +19.5% |
| 3Y | +3.1% | -24.7% | +27.8% | +2.4% |
| 5Y | +0.8% | +83.1% | -82.4% | -7.9% |
| 10Y | +38.4% | +517.2% | -478.8% | +13.9% |
| All | +1,851.2% | +78,251.7% | -76,400.5% | +1,230.9% |
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