-10.5%
KMB vs FRMI
-79.6%
+69.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.3% | -7.0% | -1.6% |
| 7D | -3.0% | +2.4% | -5.4% | -3.0% |
| 30D | -5.5% | -17.3% | +11.8% | -5.6% |
| 3M | +14.0% | -17.2% | +31.1% | +13.7% |
| 6M | +4.1% | -43.4% | +47.4% | +3.4% |
| YTD | +8.0% | -36.0% | +44.0% | +7.6% |
| All | -10.5% | -79.6% | +69.2% | -13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling