-12.9%
KMB vs FTAI
+929.6%
-942.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.8% | +1.7% | -3.9% |
| 7D | -8.6% | -0.2% | -8.4% | -8.6% |
| 30D | -7.5% | -13.6% | +6.1% | -7.2% |
| 3M | -0.6% | -20.6% | +19.9% | -0.1% |
| 6M | -1.5% | -32.6% | +31.0% | -0.8% |
| YTD | +1.6% | -5.4% | +7.0% | +1.3% |
| 1Y | -20.8% | +12.9% | -33.7% | -21.5% |
| 3Y | -12.4% | +428.1% | -440.5% | -22.9% |
| 5Y | -12.9% | +863.0% | -875.9% | -28.2% |
| All | -12.9% | +929.6% | -942.6% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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