+38.3%
KMB vs FLUT
-26.8%
+65.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.1% |
| 7D | +0.9% | -0.7% | +1.6% | +0.9% |
| 30D | +10.1% | +9.3% | +0.8% | +9.9% |
| 3M | 0.0% | -17.5% | +17.5% | +0.2% |
| 6M | +15.7% | -14.6% | +30.3% | +15.9% |
| YTD | +12.6% | -62.3% | +74.9% | +13.3% |
| 1Y | +10.1% | -59.6% | +69.8% | +10.7% |
| 3Y | +2.1% | -45.3% | +47.4% | +2.3% |
| 5Y | -0.7% | -50.4% | +49.8% | -0.8% |
| All | +38.3% | -26.8% | +65.1% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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