+271.8%
KMB vs FLR
+603.8%
-332.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.5% |
| 7D | -3.0% | +5.4% | -8.5% | -3.4% |
| 30D | -5.5% | +11.4% | -16.9% | -6.2% |
| 3M | +14.0% | +11.4% | +2.6% | +12.9% |
| 6M | +4.1% | +16.6% | -12.6% | +2.6% |
| YTD | +8.0% | +41.7% | -33.7% | +5.0% |
| 1Y | -13.7% | +35.4% | -49.2% | -16.1% |
| 3Y | -5.9% | +57.3% | -63.3% | -11.1% |
| 5Y | -8.6% | +241.0% | -249.6% | -19.9% |
| 10Y | +17.3% | +16.6% | +0.6% | +8.3% |
| All | +271.8% | +603.8% | -332.0% | +170.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling