-20.0%
KMB vs FIGR
+1.6%
-21.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.8% | -0.4% |
| 7D | -7.7% | +1.0% | -8.7% | -7.6% |
| 30D | -8.2% | +31.4% | -39.6% | -6.8% |
| 3M | -1.9% | +30.3% | -32.2% | -0.1% |
| 6M | -0.7% | -7.6% | +7.0% | -0.7% |
| YTD | +1.4% | -10.5% | +11.8% | +2.9% |
| All | -20.0% | +1.6% | -21.6% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling