+35.5%
KMB vs NSC
+302.7%
-267.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.7% |
| 7D | -3.0% | +1.6% | -4.6% | -3.3% |
| 30D | +9.1% | +4.2% | +4.9% | +8.1% |
| 3M | -0.4% | -0.2% | -0.2% | -0.4% |
| 6M | +13.0% | +7.6% | +5.4% | +11.0% |
| YTD | +10.3% | +17.4% | -7.0% | +6.3% |
| 1Y | +8.2% | +18.3% | -10.1% | +4.0% |
| 3Y | +0.4% | +79.8% | -79.4% | -13.5% |
| 5Y | -2.7% | +34.3% | -37.0% | -11.3% |
| All | +35.5% | +302.7% | -267.3% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 10y: compounded portfolio wealth divided by compounded NSC 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…
10y analysis · Full analysis span regression · 6 months rolling