+13.1%
KMB vs FITB
+29.0%
-15.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.1% | -1.7% |
| 7D | +0.5% | -1.5% | +2.0% | +0.8% |
| 30D | +12.4% | +5.8% | +6.6% | +11.2% |
| 3M | +1.0% | -6.1% | +7.1% | +1.9% |
| 6M | +12.1% | +5.9% | +6.2% | +11.5% |
| YTD | +11.6% | +16.1% | -4.5% | +8.9% |
| 1Y | +13.1% | +28.8% | -15.7% | +9.4% |
| All | +13.1% | +29.0% | -15.9% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling