-19.9%
KMB vs FIGR
+5.9%
-25.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.1% |
| 7D | -8.6% | +14.9% | -23.5% | -8.0% |
| 30D | -7.5% | +32.3% | -39.8% | -6.1% |
| 3M | -0.6% | +34.8% | -35.4% | +1.3% |
| 6M | -1.5% | +16.8% | -18.3% | 0.0% |
| YTD | +1.6% | -6.7% | +8.3% | +3.4% |
| All | -19.9% | +5.9% | -25.8% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 10y: compounded portfolio wealth divided by compounded FIGR 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…
10y analysis · Full analysis span regression · 6 months rolling