+14.7%
KMB vs FTI
+297.7%
-283.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.1% |
| 7D | -8.6% | -2.3% | -6.3% | -8.6% |
| 30D | -7.5% | +5.0% | -12.6% | -7.7% |
| 3M | -0.6% | +13.8% | -14.5% | -1.0% |
| 6M | -1.5% | +22.9% | -24.4% | -2.2% |
| YTD | +1.6% | +75.0% | -73.4% | -0.1% |
| 1Y | -20.8% | +96.9% | -117.7% | -22.5% |
| 3Y | -12.4% | +276.7% | -289.1% | -16.5% |
| 5Y | -12.9% | +1,157.0% | -1,170.0% | -21.7% |
| 10Y | +14.7% | +310.7% | -296.0% | +0.4% |
| All | +14.7% | +297.7% | -283.0% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling