-10.9%
KMB vs USFR
+20.5%
-31.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -2.0% | -2.0% |
| 7D | -2.7% | +0.1% | -2.8% | -2.8% |
| 30D | -5.0% | +0.3% | -5.3% | -5.3% |
| 3M | +6.6% | +1.0% | +5.6% | +5.4% |
| 6M | +1.0% | +1.9% | -1.0% | -0.8% |
| YTD | +6.0% | +2.7% | +3.3% | +3.7% |
| 1Y | -16.6% | +4.0% | -20.7% | -19.2% |
| 3Y | -8.6% | +14.0% | -22.7% | -8.0% |
| 5Y | -10.9% | +20.4% | -31.3% | -1.9% |
| All | -10.9% | +20.5% | -31.3% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling