-8.6%
KMB vs FRMI
-91.8%
+83.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +13.8% | -15.3% | -1.4% |
| 7D | -3.0% | +34.6% | -37.6% | -2.6% |
| 30D | +9.1% | -44.6% | +53.7% | +8.8% |
| 3M | -0.4% | -72.9% | +72.5% | -0.9% |
| 6M | +13.0% | -62.3% | +75.3% | +12.3% |
| YTD | +10.3% | -74.3% | +84.6% | +9.5% |
| 1Y | +8.2% | -90.5% | +98.8% | +4.9% |
| All | -8.6% | -91.8% | +83.2% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 10y: compounded portfolio wealth divided by compounded FRMI 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…
10y analysis · Full analysis span regression · 6 months rolling