+13.6%
KMB vs NRG
-50.8%
+64.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -13.5% | +17.7% | +3.7% |
| 7D | +0.4% | -13.7% | +14.1% | 0.0% |
| 30D | +14.0% | -13.6% | +27.6% | +13.5% |
| 3M | -1.3% | -28.5% | +27.2% | -1.7% |
| 6M | +16.7% | -45.8% | +62.5% | +17.1% |
| YTD | +12.0% | -46.9% | +58.9% | +13.3% |
| 1Y | +13.6% | -49.7% | +63.3% | +15.4% |
| All | +13.6% | -50.8% | +64.4% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 1y: compounded portfolio wealth divided by compounded NRG 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…
1y analysis · Full analysis span regression · 6 months rolling