+365.6%
KMB vs FTI
+1,755.2%
-1,389.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.8% |
| 7D | +0.1% | +1.4% | -1.3% | -0.1% |
| 30D | +10.2% | -6.3% | +16.5% | +10.6% |
| 3M | +1.5% | -13.1% | +14.6% | +2.4% |
| 6M | +16.6% | -8.0% | +24.6% | +16.9% |
| YTD | +12.1% | +47.1% | -35.0% | +8.1% |
| 1Y | +11.1% | +50.7% | -39.6% | +6.9% |
| 3Y | +1.9% | +209.0% | -207.0% | -8.6% |
| 5Y | -1.3% | +847.0% | -848.3% | -21.6% |
| 10Y | +37.8% | +184.3% | -146.5% | +15.8% |
| All | +365.6% | +1,755.2% | -1,389.6% | +196.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling