+35.5%
KMB vs FIVE
+505.3%
-469.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.4% |
| 7D | -3.0% | +2.4% | -5.4% | -3.1% |
| 30D | +9.1% | +15.8% | -6.8% | +8.0% |
| 3M | -0.4% | +3.8% | -4.2% | -0.7% |
| 6M | +13.0% | +18.5% | -5.6% | +11.5% |
| YTD | +10.3% | +31.2% | -20.9% | +8.0% |
| 1Y | +8.2% | +61.8% | -53.6% | +4.5% |
| 3Y | +0.4% | +39.9% | -39.5% | -3.4% |
| 5Y | -2.7% | +18.3% | -21.0% | -6.6% |
| All | +35.5% | +505.3% | -469.9% | +11.1% |
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