-12.7%
KMB vs NRG
+183.6%
-196.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | -0.2% |
| 7D | -7.7% | -0.2% | -7.5% | -7.7% |
| 30D | -8.2% | -6.8% | -1.4% | -8.1% |
| 3M | -1.9% | -7.1% | +5.2% | -2.1% |
| 6M | -0.7% | -27.6% | +26.9% | -0.3% |
| YTD | +1.4% | -29.2% | +30.6% | +1.9% |
| 1Y | -19.1% | -29.9% | +10.8% | -18.8% |
| 3Y | -12.6% | +198.7% | -211.2% | -22.0% |
| 5Y | -12.7% | +192.9% | -205.6% | -22.7% |
| All | -12.7% | +183.6% | -196.3% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling