-20.8%
KMB vs FND
-45.4%
+24.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -4.0% |
| 7D | -8.6% | -0.8% | -7.8% | -8.5% |
| 30D | -7.5% | -19.6% | +12.1% | -3.2% |
| 3M | -0.6% | -4.3% | +3.7% | +0.4% |
| 6M | -1.5% | -20.4% | +18.9% | +1.4% |
| YTD | +1.6% | -21.9% | +23.5% | +3.6% |
| 1Y | -20.8% | -45.2% | +24.4% | -16.6% |
| All | -20.8% | -45.4% | +24.6% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling