+1,782.5%
KMB vs NI
+5,092.7%
-3,310.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -3.0% | +2.0% | -5.1% | -3.6% |
| 30D | -5.5% | -3.5% | -1.9% | -4.5% |
| 3M | +14.0% | -9.1% | +23.1% | +17.1% |
| 6M | +4.1% | -11.8% | +15.9% | +7.8% |
| YTD | +8.0% | +1.1% | +7.0% | +7.4% |
| 1Y | -13.7% | +6.7% | -20.4% | -15.8% |
| 3Y | -5.9% | +71.1% | -77.0% | -20.8% |
| 5Y | -8.6% | +94.3% | -102.9% | -26.4% |
| 10Y | +17.3% | +135.8% | -118.5% | -12.8% |
| All | +1,782.5% | +5,092.7% | -3,310.2% | +437.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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