+14.1%
KMB vs FLUT
-63.7%
+77.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.9% | +3.2% |
| 7D | +3.4% | -6.5% | +9.9% | +3.9% |
| 30D | +14.7% | +2.8% | +11.9% | +14.4% |
| 3M | +3.3% | -13.5% | +16.7% | +4.1% |
| 6M | +16.8% | -19.0% | +35.8% | +18.0% |
| YTD | +15.2% | -61.9% | +77.1% | +15.3% |
| All | +14.1% | -63.7% | +77.8% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling