+227.5%
KMB vs FN
+3,020.0%
-2,792.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -6.0% | +10.1% | +4.3% |
| 7D | +0.4% | -7.0% | +7.3% | +0.5% |
| 30D | +14.0% | -24.7% | +38.7% | +14.9% |
| 3M | -1.3% | -35.7% | +34.3% | -0.2% |
| 6M | +16.7% | -52.4% | +69.1% | +18.8% |
| YTD | +12.0% | -25.0% | +36.9% | +11.3% |
| 1Y | +13.6% | -25.7% | +39.3% | +12.8% |
| 3Y | +3.1% | +110.2% | -107.1% | -5.3% |
| 5Y | +0.8% | +192.3% | -191.6% | -10.6% |
| 10Y | +38.4% | +812.3% | -773.9% | +11.7% |
| All | +227.5% | +3,020.0% | -2,792.5% | +144.1% |
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