-8.0%
KMB vs FTI
+1,129.5%
-1,137.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -3.0% | +5.3% | -8.3% | -2.9% |
| 30D | -5.5% | +15.3% | -20.8% | -5.2% |
| 3M | +14.0% | +15.8% | -1.8% | +14.4% |
| 6M | +4.1% | +22.6% | -18.5% | +4.5% |
| YTD | +8.0% | +79.5% | -71.5% | +8.9% |
| 1Y | -13.7% | +102.0% | -115.8% | -12.9% |
| 3Y | -5.9% | +315.8% | -321.8% | -4.3% |
| All | -8.0% | +1,129.5% | -1,137.5% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling