+1,907.5%
KMB vs NSC
+5,704.6%
-3,797.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.8% | +1.4% | +2.8% |
| 7D | +3.4% | -5.4% | +8.8% | +4.6% |
| 30D | +14.7% | +2.9% | +11.7% | +14.0% |
| 3M | +3.3% | -2.2% | +5.4% | +3.7% |
| 6M | +16.8% | +5.3% | +11.5% | +15.4% |
| YTD | +15.2% | +14.8% | +0.5% | +11.6% |
| 1Y | +13.3% | +16.6% | -3.3% | +9.4% |
| 3Y | +5.4% | +78.6% | -73.2% | -8.3% |
| 5Y | +2.7% | +27.2% | -24.5% | -4.9% |
| 10Y | +38.7% | +302.5% | -263.9% | -3.2% |
| All | +1,907.5% | +5,704.6% | -3,797.1% | +451.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling