+66.4%
KMB vs USFR
+28.5%
+37.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.9% | -1.8% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | +12.4% | +0.4% | +12.0% | +12.3% |
| 3M | +1.0% | +1.1% | -0.1% | +0.7% |
| 6M | +12.1% | +2.1% | +10.1% | +11.5% |
| YTD | +11.6% | +3.4% | +8.2% | +10.5% |
| 1Y | +13.1% | +4.1% | +9.0% | +11.8% |
| 3Y | +1.6% | +14.4% | -12.8% | -2.0% |
| 5Y | -0.3% | +21.3% | -21.7% | -5.3% |
| 10Y | +37.9% | +28.5% | +9.5% | +28.4% |
| All | +66.4% | +28.5% | +37.9% | +51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling