+38.3%
KMB vs FIVE
+504.2%
-465.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | +0.9% | +2.7% | -1.7% | +0.7% |
| 30D | +10.1% | +12.7% | -2.6% | +9.2% |
| 3M | 0.0% | +2.1% | -2.0% | -0.2% |
| 6M | +15.7% | +17.5% | -1.8% | +14.2% |
| YTD | +12.6% | +31.0% | -18.3% | +10.3% |
| 1Y | +10.1% | +67.7% | -57.6% | +6.1% |
| 3Y | +2.1% | +43.4% | -41.2% | -1.9% |
| 5Y | -0.7% | +18.1% | -18.7% | -4.6% |
| All | +38.3% | +504.2% | -465.9% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling