+3.5%
KMB vs FN
+80.0%
-76.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -14.2% | +15.8% | +0.6% |
| 7D | +0.4% | -16.0% | +16.4% | -0.5% |
| 30D | +14.1% | -40.1% | +54.3% | +11.4% |
| 3M | -0.5% | -43.9% | +43.4% | -2.9% |
| 6M | +16.6% | -55.6% | +72.2% | +13.0% |
| YTD | +13.7% | -35.7% | +49.4% | +12.2% |
| 1Y | +16.1% | -39.8% | +55.9% | +14.4% |
| All | +3.5% | +80.0% | -76.5% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling