+13.1%
KMB vs FTV
+119.0%
-105.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.8% | -1.8% |
| 7D | +0.5% | +0.2% | +0.2% | +0.4% |
| 30D | +12.4% | +15.7% | -3.3% | +9.2% |
| 3M | +1.0% | +7.5% | -6.5% | -0.5% |
| 6M | +12.1% | +8.5% | +3.7% | +10.2% |
| YTD | +11.6% | +18.8% | -7.2% | +7.4% |
| 1Y | +13.1% | +28.5% | -15.4% | +7.1% |
| 3Y | +1.6% | +34.0% | -32.4% | -6.0% |
| 5Y | -0.3% | +12.6% | -12.9% | -5.5% |
| 10Y | +37.9% | +111.4% | -73.5% | +8.8% |
| All | +13.1% | +119.0% | -105.9% | -10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling