-10.9%
KMB vs FLR
+248.0%
-258.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.8% | -1.9% |
| 7D | -2.7% | +0.7% | -3.4% | -2.7% |
| 30D | -5.0% | -0.7% | -4.4% | -5.0% |
| 3M | +6.6% | +14.3% | -7.8% | +7.1% |
| 6M | +1.0% | +25.6% | -24.6% | +1.7% |
| YTD | +6.0% | +42.9% | -36.9% | +7.2% |
| 1Y | -16.6% | +38.7% | -55.4% | -15.6% |
| 3Y | -8.6% | +61.8% | -70.4% | -8.3% |
| 5Y | -10.9% | +254.1% | -264.9% | -11.5% |
| All | -10.9% | +248.0% | -258.9% | -11.5% |
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