+334.6%
KMB vs NRG
+1,598.0%
-1,263.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.5% | -2.0% |
| 7D | -2.7% | +9.3% | -12.0% | -3.6% |
| 30D | -5.0% | +1.3% | -6.3% | -5.2% |
| 3M | +6.6% | -6.0% | +12.5% | +6.6% |
| 6M | +1.0% | -22.0% | +22.9% | +2.6% |
| YTD | +6.0% | -24.1% | +30.1% | +7.8% |
| 1Y | -16.6% | -18.0% | +1.4% | -16.2% |
| 3Y | -8.6% | +220.0% | -228.7% | -23.7% |
| 5Y | -10.9% | +201.1% | -212.0% | -25.9% |
| 10Y | +16.8% | +1,085.1% | -1,068.3% | -20.4% |
| All | +334.6% | +1,598.0% | -1,263.4% | +199.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling