-0.3%
KMB vs FRSH
-70.7%
+70.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +0.9% | +4.6% | -3.7% | +0.9% |
| 30D | +10.1% | -7.5% | +17.5% | +10.1% |
| 3M | 0.0% | -0.1% | +0.1% | 0.0% |
| 6M | +15.7% | +54.5% | -38.8% | +15.6% |
| YTD | +12.6% | +3.4% | +9.2% | +12.7% |
| 1Y | +10.1% | +6.4% | +3.8% | +10.2% |
| 3Y | +2.1% | -26.3% | +28.4% | +2.3% |
| 5Y | -0.7% | -66.4% | +65.7% | -4.2% |
| All | -0.3% | -70.7% | +70.4% | -4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling