+16.8%
KMB vs FITB
+285.0%
-268.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.3% | -1.9% |
| 7D | -2.7% | +2.8% | -5.6% | -3.0% |
| 30D | -5.0% | -4.5% | -0.5% | -4.6% |
| 3M | +6.6% | +5.7% | +0.9% | +6.0% |
| 6M | +1.0% | +17.1% | -16.1% | -0.4% |
| YTD | +6.0% | +18.3% | -12.4% | +4.3% |
| 1Y | -16.6% | +23.9% | -40.5% | -18.4% |
| 3Y | -8.6% | +131.1% | -139.7% | -16.0% |
| 5Y | -10.9% | +71.1% | -81.9% | -16.5% |
| 10Y | +16.8% | +283.9% | -267.0% | -3.9% |
| All | +16.8% | +285.0% | -268.2% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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