+14.7%
KMB vs FLR
+17.1%
-2.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -4.1% |
| 7D | -8.6% | -3.1% | -5.5% | -8.6% |
| 30D | -7.5% | +4.9% | -12.5% | -7.5% |
| 3M | -0.6% | +10.8% | -11.4% | -0.6% |
| 6M | -1.5% | +19.7% | -21.2% | -1.6% |
| YTD | +1.6% | +38.4% | -36.8% | +1.5% |
| 1Y | -20.8% | +34.7% | -55.5% | -20.8% |
| 3Y | -12.4% | +56.7% | -69.0% | -13.0% |
| 5Y | -12.9% | +241.6% | -254.6% | -14.4% |
| 10Y | +14.7% | +20.2% | -5.5% | +19.9% |
| All | +14.7% | +17.1% | -2.4% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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