+13.3%
KMB vs NTR
+97.9%
-84.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.3% |
| 7D | -6.5% | -1.3% | -5.2% | -6.4% |
| 30D | -8.8% | +16.8% | -25.6% | -9.7% |
| 3M | -2.2% | +20.7% | -22.9% | -3.4% |
| 6M | +0.7% | +0.5% | +0.1% | +0.5% |
| YTD | +1.0% | +29.2% | -28.2% | -1.1% |
| 1Y | -20.3% | +39.6% | -59.9% | -22.5% |
| 3Y | -13.3% | +37.9% | -51.1% | -16.0% |
| 5Y | -12.9% | +47.1% | -60.0% | -19.5% |
| All | +13.3% | +97.9% | -84.6% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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