+1,844.7%
KMB vs FITB
+2,780.8%
-936.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.1% | -1.7% |
| 7D | +0.5% | -1.5% | +2.0% | +0.6% |
| 30D | +12.4% | +5.8% | +6.6% | +11.7% |
| 3M | +1.0% | -6.1% | +7.1% | +1.7% |
| 6M | +12.1% | +5.9% | +6.2% | +11.3% |
| YTD | +11.6% | +16.1% | -4.5% | +9.5% |
| 1Y | +13.1% | +28.8% | -15.7% | +9.5% |
| 3Y | +1.6% | +126.0% | -124.4% | -8.8% |
| 5Y | -0.3% | +45.3% | -45.6% | -7.0% |
| 10Y | +37.9% | +255.4% | -217.5% | +9.9% |
| All | +1,844.7% | +2,780.8% | -936.0% | +760.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling