-6.6%
KMB vs NOC
+27.2%
-33.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.3% |
| 7D | -3.0% | -5.2% | +2.1% | -2.3% |
| 30D | -5.5% | -7.2% | +1.7% | -4.5% |
| 3M | +14.0% | -5.1% | +19.1% | +14.6% |
| 6M | +4.1% | -31.1% | +35.2% | +9.2% |
| YTD | +8.0% | -8.6% | +16.6% | +8.6% |
| 1Y | -13.7% | -9.7% | -4.0% | -13.2% |
| All | -6.6% | +27.2% | -33.8% | -9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling