+1,886.5%
KMB vs NOC
+17,539.7%
-15,653.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.4% |
| 7D | +6.0% | -0.3% | +6.3% | +6.0% |
| 30D | +13.5% | +14.1% | -0.6% | +10.4% |
| 3M | +3.8% | -4.6% | +8.4% | +4.6% |
| 6M | +15.6% | +0.7% | +14.9% | +15.0% |
| YTD | +14.0% | -2.6% | +16.6% | +13.7% |
| 1Y | +12.9% | -1.0% | +13.9% | +12.2% |
| 3Y | +3.7% | +24.5% | -20.8% | -2.6% |
| 5Y | -0.1% | +64.3% | -64.4% | -12.8% |
| 10Y | +41.1% | +162.8% | -121.6% | +9.7% |
| All | +1,886.5% | +17,539.7% | -15,653.2% | +681.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling