-13.7%
KMB vs FN
+17.1%
-30.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.7% | -1.4% |
| 7D | -3.0% | -1.7% | -1.4% | -3.1% |
| 30D | -5.5% | -22.0% | +16.5% | -6.6% |
| 3M | +14.0% | -43.0% | +57.0% | +11.3% |
| 6M | +4.1% | -27.7% | +31.8% | +2.1% |
| YTD | +8.0% | -10.5% | +18.6% | +7.6% |
| 1Y | -13.7% | +12.5% | -26.2% | -12.4% |
| All | -13.7% | +17.1% | -30.8% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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