-8.0%
KMB vs FTV
+2.3%
-10.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | -3.0% | -4.5% | +1.5% | -2.4% |
| 30D | -5.5% | -7.1% | +1.6% | -4.4% |
| 3M | +14.0% | -7.2% | +21.1% | +15.2% |
| 6M | +4.1% | -1.5% | +5.6% | +4.2% |
| YTD | +8.0% | +3.5% | +4.6% | +7.2% |
| 1Y | -13.7% | +20.3% | -34.1% | -16.3% |
| 3Y | -5.9% | -3.1% | -2.8% | -6.6% |
| All | -8.0% | +2.3% | -10.4% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling