+14.7%
KMB vs FLUT
-10.4%
+25.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -4.1% |
| 7D | -8.6% | -2.6% | -6.0% | -8.6% |
| 30D | -7.5% | +5.4% | -12.9% | -7.6% |
| 3M | -0.6% | -10.8% | +10.1% | -0.6% |
| 6M | -1.5% | -9.2% | +7.7% | -1.5% |
| YTD | +1.6% | -53.8% | +55.4% | +1.9% |
| 1Y | -20.8% | -66.0% | +45.2% | -20.4% |
| 3Y | -12.4% | -44.7% | +32.3% | -12.3% |
| 5Y | -12.9% | -50.6% | +37.6% | -13.4% |
| 10Y | +14.7% | -10.4% | +25.1% | +16.9% |
| All | +14.7% | -10.4% | +25.1% | +16.9% |
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