-6.7%
KMB vs FRMI
-89.6%
+83.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +26.7% | -24.6% | +2.3% |
| 7D | +0.9% | +66.2% | -65.3% | +1.4% |
| 30D | +10.1% | -17.4% | +27.5% | +10.1% |
| 3M | 0.0% | -60.5% | +60.5% | -0.2% |
| 6M | +15.7% | -56.5% | +72.2% | +15.2% |
| YTD | +12.6% | -67.4% | +80.0% | +12.0% |
| 1Y | +10.1% | -85.1% | +95.2% | +7.8% |
| All | -6.7% | -89.6% | +83.0% | -9.6% |
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