-0.1%
KMB vs FIVE
+18.8%
-18.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +6.0% | +7.3% | -1.3% | +5.7% |
| 30D | +13.5% | +18.1% | -4.6% | +12.7% |
| 3M | +3.8% | +7.7% | -3.9% | +3.4% |
| 6M | +15.6% | +13.6% | +2.0% | +14.8% |
| YTD | +14.0% | +34.6% | -20.6% | +12.5% |
| 1Y | +12.9% | +66.2% | -53.3% | +10.5% |
| 3Y | +3.7% | +43.5% | -39.8% | +2.4% |
| 5Y | -0.1% | +20.7% | -20.7% | -5.9% |
| All | -0.1% | +18.8% | -18.9% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling