+10.3%
KMB vs FPS
-17.4%
+27.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.0% | +3.9% | -1.4% |
| 7D | +6.0% | -20.9% | +26.9% | +4.6% |
| 30D | +13.5% | -46.3% | +59.8% | +10.3% |
| 3M | +3.8% | -42.9% | +46.6% | +1.3% |
| 6M | +15.6% | -46.8% | +62.4% | +9.4% |
| All | +10.3% | -17.4% | +27.7% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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