-10.6%
KMB vs FRSH
-72.5%
+61.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -6.5% | -6.6% | +0.1% | -6.4% |
| 30D | -8.8% | +2.1% | -10.9% | -8.8% |
| 3M | -2.2% | +29.0% | -31.1% | -2.2% |
| 6M | +0.7% | +48.6% | -48.0% | +0.6% |
| YTD | +1.0% | -2.9% | +4.0% | +1.1% |
| 1Y | -20.3% | -7.9% | -12.4% | -20.2% |
| 3Y | -13.3% | -46.5% | +33.2% | -13.0% |
| All | -10.6% | -72.5% | +61.9% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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