+1,782.5%
KMB vs NOC
+16,458.4%
-14,675.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.1% |
| 7D | -3.0% | -5.2% | +2.1% | -2.0% |
| 30D | -5.5% | -7.2% | +1.7% | -4.1% |
| 3M | +14.0% | -5.1% | +19.1% | +15.0% |
| 6M | +4.1% | -31.1% | +35.2% | +12.0% |
| YTD | +8.0% | -8.6% | +16.6% | +9.3% |
| 1Y | -13.7% | -9.7% | -4.0% | -12.6% |
| 3Y | -5.9% | +24.3% | -30.2% | -11.8% |
| 5Y | -8.6% | +52.6% | -61.2% | -19.1% |
| 10Y | +17.3% | +183.6% | -166.3% | -10.1% |
| All | +1,782.5% | +16,458.4% | -14,675.9% | +651.0% |
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