+1,782.5%
KMB vs FITB
+2,855.6%
-1,073.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.9% |
| 3M | +14.0% | +6.7% | +7.3% | +13.1% |
| 6M | +4.1% | +12.6% | -8.5% | +2.6% |
| YTD | +8.0% | +19.1% | -11.1% | +5.6% |
| 1Y | -13.7% | +22.6% | -36.4% | -16.0% |
| 3Y | -5.9% | +127.1% | -133.1% | -15.7% |
| 5Y | -8.6% | +71.8% | -80.4% | -16.5% |
| 10Y | +17.3% | +287.2% | -269.9% | -7.6% |
| All | +1,782.5% | +2,855.6% | -1,073.1% | +730.3% |
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