+14.7%
KMB vs USFR
+28.0%
-13.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -8.6% | +0.1% | -8.7% | -8.6% |
| 30D | -7.5% | +0.3% | -7.8% | -7.6% |
| 3M | -0.6% | +1.0% | -1.6% | -0.7% |
| 6M | -1.5% | +1.9% | -3.5% | -1.6% |
| YTD | +1.6% | +2.7% | -1.1% | +1.5% |
| 1Y | -20.8% | +4.0% | -24.8% | -20.9% |
| 3Y | -12.4% | +14.0% | -26.4% | -11.5% |
| 5Y | -12.9% | +20.4% | -33.3% | -11.3% |
| 10Y | +14.7% | +28.0% | -13.3% | +14.8% |
| All | +14.7% | +28.0% | -13.3% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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