+41.1%
KMB vs FTI
+178.7%
-137.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.1% |
| 7D | +6.0% | -3.3% | +9.3% | +6.1% |
| 30D | +13.5% | -7.2% | +20.7% | +13.6% |
| 3M | +3.8% | -12.9% | +16.6% | +4.0% |
| 6M | +15.6% | -7.9% | +23.4% | +15.7% |
| YTD | +14.0% | +45.2% | -31.1% | +12.5% |
| 1Y | +12.9% | +48.1% | -35.1% | +11.4% |
| 3Y | +3.7% | +205.0% | -201.3% | -0.6% |
| 5Y | -0.1% | +838.8% | -838.9% | -9.1% |
| 10Y | +41.1% | +174.8% | -133.7% | +26.5% |
| All | +41.1% | +178.7% | -137.5% | +26.5% |
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