+35.5%
KMB vs FTV
+109.0%
-73.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.5% | -1.5% |
| 7D | -3.0% | +3.7% | -6.7% | -3.6% |
| 30D | +9.1% | +16.8% | -7.8% | +5.7% |
| 3M | -0.4% | +10.4% | -10.8% | -2.4% |
| 6M | +13.0% | +12.8% | +0.1% | +10.1% |
| YTD | +10.3% | +23.3% | -13.0% | +5.4% |
| 1Y | +8.2% | +31.0% | -22.8% | +2.1% |
| 3Y | +0.4% | +38.6% | -38.2% | -7.8% |
| 5Y | -2.7% | +17.6% | -20.3% | -8.5% |
| All | +35.5% | +109.0% | -73.5% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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