+1.6%
KMB vs FIVE
+34.8%
-33.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | +0.5% | -0.3% | +0.7% | +0.4% |
| 30D | +12.4% | +17.7% | -5.3% | +12.0% |
| 3M | +1.0% | +4.0% | -3.0% | +0.9% |
| 6M | +12.1% | +2.6% | +9.5% | +12.1% |
| YTD | +11.6% | +27.6% | -16.0% | +11.3% |
| 1Y | +13.1% | +59.9% | -46.8% | +12.5% |
| 3Y | +1.6% | +35.8% | -34.2% | +2.9% |
| All | +1.6% | +34.8% | -33.3% | +2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling