+40.2%
KMB vs FLUT
-25.6%
+65.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.7% | -1.1% |
| 7D | +6.0% | -1.5% | +7.5% | +6.1% |
| 30D | +13.5% | +3.4% | +10.1% | +13.4% |
| 3M | +3.8% | -12.5% | +16.2% | +3.9% |
| 6M | +15.6% | -18.5% | +34.0% | +15.8% |
| YTD | +14.0% | -61.6% | +75.6% | +14.6% |
| 1Y | +12.9% | -64.1% | +77.0% | +13.5% |
| 3Y | +3.7% | -44.5% | +48.2% | +3.9% |
| 5Y | -0.1% | -51.3% | +51.2% | -0.2% |
| All | +40.2% | -25.6% | +65.8% | +43.7% |
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