-10.1%
KMB vs FRSH
-72.4%
+62.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -4.1% |
| 7D | -8.6% | -9.6% | +0.9% | -8.5% |
| 30D | -7.5% | -0.4% | -7.1% | -7.5% |
| 3M | -0.6% | +27.2% | -27.8% | -0.7% |
| 6M | -1.5% | +42.2% | -43.7% | -1.6% |
| YTD | +1.6% | -2.6% | +4.2% | +1.7% |
| 1Y | -20.8% | -10.2% | -10.6% | -20.7% |
| 3Y | -12.4% | -45.5% | +33.1% | -12.1% |
| All | -10.1% | -72.4% | +62.3% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling