+38.7%
KMB vs FN
+837.6%
-798.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +11.9% | -8.6% | +3.1% |
| 7D | +3.4% | +16.3% | -12.9% | +3.2% |
| 30D | +14.7% | -24.7% | +39.4% | +15.2% |
| 3M | +3.3% | -34.9% | +38.2% | +4.0% |
| 6M | +16.8% | -41.1% | +57.9% | +17.5% |
| YTD | +15.2% | -19.6% | +34.8% | +14.2% |
| 1Y | +13.3% | -18.5% | +31.8% | +12.1% |
| 3Y | +5.4% | +119.1% | -113.7% | -3.5% |
| 5Y | +2.7% | +206.9% | -204.2% | -10.2% |
| 10Y | +38.7% | +826.4% | -787.8% | +6.9% |
| All | +38.7% | +837.6% | -798.9% | +6.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling