+108.3%
KMB vs FIVE
+868.1%
-759.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.1% | -6.7% | -1.9% |
| 7D | -3.0% | +4.3% | -7.3% | -3.3% |
| 30D | -5.5% | +12.5% | -18.0% | -6.2% |
| 3M | +14.0% | +31.2% | -17.3% | +11.9% |
| 6M | +4.1% | +14.4% | -10.3% | +2.9% |
| YTD | +8.0% | +33.9% | -25.8% | +5.7% |
| 1Y | -13.7% | +65.1% | -78.8% | -16.9% |
| 3Y | -5.9% | +49.0% | -54.9% | -10.2% |
| 5Y | -8.6% | +30.3% | -38.9% | -13.2% |
| 10Y | +17.3% | +481.1% | -463.8% | -4.3% |
| All | +108.3% | +868.1% | -759.8% | +62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling