-8.0%
KMB vs FND
-60.2%
+52.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.8% |
| 7D | -3.0% | -5.2% | +2.2% | -2.6% |
| 30D | -5.5% | -19.9% | +14.4% | -3.5% |
| 3M | +14.0% | +2.7% | +11.3% | +13.6% |
| 6M | +4.1% | -21.7% | +25.8% | +5.7% |
| YTD | +8.0% | -17.5% | +25.6% | +9.2% |
| 1Y | -13.7% | -39.3% | +25.6% | -11.1% |
| 3Y | -5.9% | -49.8% | +43.8% | -3.0% |
| All | -8.0% | -60.2% | +52.1% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling