-0.1%
KMB vs FN
+194.7%
-194.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.8% | +3.7% | -1.2% |
| 7D | +6.0% | -4.1% | +10.1% | +6.0% |
| 30D | +13.5% | -28.3% | +41.8% | +12.9% |
| 3M | +3.8% | -33.9% | +37.6% | +3.2% |
| 6M | +15.6% | -43.9% | +59.5% | +14.7% |
| YTD | +14.0% | -23.4% | +37.5% | +13.5% |
| 1Y | +12.9% | -25.4% | +38.3% | +12.4% |
| 3Y | +3.7% | +107.9% | -104.2% | +0.5% |
| 5Y | -0.1% | +195.1% | -195.1% | -8.0% |
| All | -0.1% | +194.7% | -194.8% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling