+216.0%
KMB vs FN
+3,620.5%
-3,404.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.7% | -1.7% |
| 7D | -3.0% | -1.7% | -1.4% | -3.0% |
| 30D | -5.5% | -22.0% | +16.5% | -4.8% |
| 3M | +14.0% | -43.0% | +57.0% | +15.8% |
| 6M | +4.1% | -27.7% | +31.8% | +4.3% |
| YTD | +8.0% | -10.5% | +18.6% | +7.0% |
| 1Y | -13.7% | +12.5% | -26.2% | -15.7% |
| 3Y | -5.9% | +153.8% | -159.7% | -14.0% |
| 5Y | -8.6% | +288.0% | -296.6% | -19.8% |
| 10Y | +17.3% | +906.4% | -889.1% | -5.3% |
| All | +216.0% | +3,620.5% | -3,404.6% | +134.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling