-12.8%
KMB vs NTR
+40.7%
-53.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.2% | -4.1% |
| 7D | -8.6% | +0.5% | -9.1% | -8.6% |
| 30D | -7.5% | +21.7% | -29.3% | -7.6% |
| 3M | -0.6% | +22.8% | -23.4% | -0.7% |
| 6M | -1.5% | +8.2% | -9.8% | -1.6% |
| YTD | +1.6% | +32.9% | -31.3% | +0.6% |
| 1Y | -20.8% | +45.3% | -66.1% | -21.9% |
| All | -12.8% | +40.7% | -53.5% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling