-20.3%
KMB vs FLNC
+46.9%
-67.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.3% |
| 7D | -6.5% | -4.1% | -2.4% | -6.6% |
| 30D | -8.8% | -24.8% | +16.0% | -9.4% |
| 3M | -2.2% | -59.1% | +56.9% | -4.0% |
| 6M | +0.7% | -42.0% | +42.6% | -0.8% |
| YTD | +1.0% | -49.8% | +50.8% | -0.8% |
| 1Y | -20.3% | +43.1% | -63.4% | -16.1% |
| All | -20.3% | +46.9% | -67.2% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 1y: compounded portfolio wealth divided by compounded FLNC 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…
1y analysis · Full analysis span regression · 6 months rolling