-16.4%
KMB vs FIGR
+6.3%
-22.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.4% | -8.3% | -1.6% |
| 7D | -2.7% | +13.5% | -16.3% | -2.1% |
| 30D | -5.0% | +33.7% | -38.7% | -3.5% |
| 3M | +6.6% | +37.3% | -30.8% | +8.8% |
| 6M | +1.0% | +25.5% | -24.6% | +3.1% |
| YTD | +6.0% | -6.3% | +12.3% | +7.8% |
| All | -16.4% | +6.3% | -22.7% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling