+369.3%
KMB vs FLUT
+1,658.1%
-1,288.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.8% |
| 7D | +0.5% | -1.1% | +1.5% | +0.5% |
| 30D | +12.4% | +7.7% | +4.7% | +12.3% |
| 3M | +1.0% | -12.2% | +13.1% | +1.1% |
| 6M | +12.1% | -17.6% | +29.7% | +12.4% |
| YTD | +11.6% | -62.0% | +73.6% | +12.8% |
| 1Y | +13.1% | -62.3% | +75.4% | +14.3% |
| 3Y | +1.6% | -52.0% | +53.5% | +2.1% |
| 5Y | -0.3% | -51.8% | +51.4% | -0.1% |
| 10Y | +37.9% | -26.3% | +64.2% | +36.9% |
| All | +369.3% | +1,658.1% | -1,288.8% | +363.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling