+43.6%
KMB vs FTAI
+2,405.9%
-2,362.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -1.4% |
| 7D | -3.0% | +12.9% | -15.8% | -3.3% |
| 30D | +9.1% | +9.9% | -0.8% | +8.6% |
| 3M | -0.4% | -19.1% | +18.7% | 0.0% |
| 6M | +13.0% | -30.9% | +43.8% | +13.9% |
| YTD | +10.3% | -6.3% | +16.7% | +9.8% |
| 1Y | +8.2% | +20.0% | -11.8% | +6.8% |
| 3Y | +0.4% | +363.0% | -362.6% | -8.1% |
| 5Y | -2.7% | +864.8% | -867.5% | -14.5% |
| 10Y | +35.7% | +2,705.3% | -2,669.6% | +15.7% |
| All | +43.6% | +2,405.9% | -2,362.3% | +22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling