+14.7%
KMB vs NSC
+324.0%
-309.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.8% |
| 7D | -8.6% | -2.0% | -6.6% | -8.2% |
| 30D | -7.5% | -3.2% | -4.3% | -6.9% |
| 3M | -0.6% | +3.9% | -4.6% | -1.6% |
| 6M | -1.5% | +7.8% | -9.3% | -3.3% |
| YTD | +1.6% | +13.4% | -11.8% | -1.4% |
| 1Y | -20.8% | +20.3% | -41.1% | -24.1% |
| 3Y | -12.4% | +76.1% | -88.5% | -24.2% |
| 5Y | -12.9% | +45.0% | -57.9% | -22.1% |
| 10Y | +14.7% | +335.7% | -321.0% | -23.6% |
| All | +14.7% | +324.0% | -309.3% | -23.6% |
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