+46.0%
KMB vs FWONK
+274.4%
-228.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.4% | -1.9% |
| 7D | -2.7% | -2.1% | -0.7% | -2.5% |
| 30D | -5.0% | -7.7% | +2.7% | -4.3% |
| 3M | +6.6% | +9.3% | -2.7% | +5.7% |
| 6M | +1.0% | +13.3% | -12.4% | -0.2% |
| YTD | +6.0% | -3.6% | +9.6% | +6.1% |
| 1Y | -16.6% | -6.8% | -9.9% | -16.3% |
| 3Y | -8.6% | +43.9% | -52.5% | -12.5% |
| 5Y | -10.9% | +94.4% | -105.3% | -17.7% |
| 10Y | +16.8% | +353.8% | -337.0% | -5.0% |
| All | +46.0% | +274.4% | -228.4% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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