+1,852.5%
KMB vs FITB
+2,854.6%
-1,002.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | +0.1% | -0.6% | +0.6% | +0.1% |
| 30D | +10.2% | +7.0% | +3.2% | +9.4% |
| 3M | +1.5% | -4.8% | +6.2% | +2.0% |
| 6M | +16.6% | +13.5% | +3.1% | +14.9% |
| YTD | +12.1% | +19.1% | -7.0% | +9.6% |
| 1Y | +11.1% | +30.8% | -19.7% | +7.4% |
| 3Y | +1.9% | +141.6% | -139.7% | -9.2% |
| 5Y | -1.3% | +48.3% | -49.5% | -8.1% |
| 10Y | +37.8% | +215.9% | -178.2% | +11.5% |
| All | +1,852.5% | +2,854.6% | -1,002.2% | +761.2% |
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