-5.6%
KMB vs FITB
+128.4%
-134.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -3.0% | +0.6% | -3.6% | -3.1% |
| 30D | -5.5% | -4.7% | -0.7% | -5.1% |
| 3M | +14.0% | +6.7% | +7.3% | +13.6% |
| 6M | +4.1% | +12.6% | -8.5% | +3.3% |
| YTD | +8.0% | +19.1% | -11.1% | +6.8% |
| 1Y | -13.7% | +22.6% | -36.4% | -14.9% |
| All | -5.6% | +128.4% | -134.0% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling