-20.8%
KMB vs FLR
+33.3%
-54.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -4.2% |
| 7D | -8.6% | -3.1% | -5.5% | -8.7% |
| 30D | -7.5% | +4.9% | -12.5% | -7.3% |
| 3M | -0.6% | +10.8% | -11.4% | -0.2% |
| 6M | -1.5% | +19.7% | -21.2% | -1.0% |
| YTD | +1.6% | +38.4% | -36.8% | +2.9% |
| 1Y | -20.8% | +34.7% | -55.5% | -17.8% |
| All | -20.8% | +33.3% | -54.1% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling