+40.6%
KMB vs FTAI
+2,582.9%
-2,542.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.6% |
| 7D | -3.0% | +0.7% | -3.7% | -3.1% |
| 30D | -5.5% | -12.1% | +6.6% | -5.1% |
| 3M | +14.0% | -21.3% | +35.3% | +14.7% |
| 6M | +4.1% | -30.2% | +34.3% | +4.8% |
| YTD | +8.0% | +0.3% | +7.8% | +7.5% |
| 1Y | -13.7% | +27.2% | -40.9% | -14.9% |
| 3Y | -5.9% | +443.9% | -449.8% | -14.3% |
| 5Y | -8.6% | +853.5% | -862.2% | -19.5% |
| 10Y | +17.3% | +3,169.1% | -3,151.8% | -0.4% |
| All | +40.6% | +2,582.9% | -2,542.3% | +19.6% |
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