+1,782.5%
KMB vs NSC
+5,745.4%
-3,962.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | -3.0% | -5.5% | +2.5% | -1.9% |
| 30D | -5.5% | -3.2% | -2.3% | -4.8% |
| 3M | +14.0% | +7.7% | +6.3% | +12.1% |
| 6M | +4.1% | +4.5% | -0.4% | +2.9% |
| YTD | +8.0% | +15.6% | -7.5% | +4.5% |
| 1Y | -13.7% | +19.8% | -33.6% | -17.2% |
| 3Y | -5.9% | +70.1% | -76.0% | -17.4% |
| 5Y | -8.6% | +46.1% | -54.7% | -17.9% |
| 10Y | +17.3% | +328.1% | -310.8% | -19.2% |
| All | +1,782.5% | +5,745.4% | -3,962.9% | +416.2% |
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