+2.7%
KMB vs NOC
+60.7%
-58.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.7% | +0.5% | +2.8% |
| 7D | +3.4% | -2.9% | +6.3% | +3.8% |
| 30D | +14.7% | +12.1% | +2.6% | +12.6% |
| 3M | +3.3% | -5.3% | +8.5% | +3.9% |
| 6M | +16.8% | -1.0% | +17.8% | +16.6% |
| YTD | +15.2% | -4.3% | +19.5% | +15.1% |
| 1Y | +13.3% | -3.6% | +16.9% | +13.0% |
| 3Y | +5.4% | +22.9% | -17.5% | +0.6% |
| 5Y | +2.7% | +60.4% | -57.7% | -7.4% |
| All | +2.7% | +60.7% | -58.0% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling