-0.1%
KMB vs FLR
+124.2%
-124.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.0% |
| 7D | +6.0% | +5.1% | +0.9% | +6.2% |
| 30D | +13.5% | -0.5% | +14.0% | +13.6% |
| 3M | +3.8% | -3.5% | +7.2% | +3.8% |
| 6M | +15.6% | +16.5% | -0.9% | +16.3% |
| YTD | +14.0% | +27.3% | -13.3% | +15.3% |
| 1Y | +12.9% | +10.6% | +2.3% | +13.8% |
| 3Y | +3.7% | +39.4% | -35.7% | +4.1% |
| 5Y | -0.1% | +126.4% | -126.4% | +0.4% |
| All | -0.1% | +124.2% | -124.2% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling