-1.3%
KMB vs FITB
+48.6%
-49.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +2.0% |
| 7D | +0.9% | +2.8% | -1.8% | +0.7% |
| 30D | +10.1% | +9.8% | +0.3% | +9.1% |
| 3M | 0.0% | -5.2% | +5.2% | +0.5% |
| 6M | +15.7% | +17.3% | -1.6% | +14.1% |
| YTD | +12.6% | +19.3% | -6.6% | +10.8% |
| 1Y | +10.1% | +32.7% | -22.6% | +7.4% |
| 3Y | +2.1% | +141.6% | -139.4% | -6.3% |
| All | -1.3% | +48.6% | -49.9% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling