+14.7%
KMB vs NOC
+186.7%
-172.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -4.0% |
| 7D | -8.6% | -1.6% | -7.0% | -8.3% |
| 30D | -7.5% | -10.4% | +2.8% | -5.3% |
| 3M | -0.6% | -5.6% | +5.0% | +0.5% |
| 6M | -1.5% | -30.4% | +28.8% | +6.5% |
| YTD | +1.6% | -8.5% | +10.1% | +2.7% |
| 1Y | -20.8% | -8.3% | -12.4% | -20.0% |
| 3Y | -12.4% | +28.2% | -40.6% | -19.6% |
| 5Y | -12.9% | +56.7% | -69.7% | -26.3% |
| 10Y | +14.7% | +189.3% | -174.6% | -17.3% |
| All | +14.7% | +186.7% | -172.0% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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