-12.7%
KMB vs NTR
+45.0%
-57.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.2% | -0.2% |
| 7D | -7.7% | -2.5% | -5.2% | -7.7% |
| 30D | -8.2% | +17.0% | -25.2% | -8.2% |
| 3M | -1.9% | +22.2% | -24.1% | -1.8% |
| 6M | -0.7% | +5.2% | -5.8% | -0.6% |
| YTD | +1.4% | +29.7% | -28.3% | +1.1% |
| 1Y | -19.1% | +39.4% | -58.5% | -19.4% |
| 3Y | -12.6% | +38.2% | -50.8% | -13.1% |
| 5Y | -12.7% | +47.6% | -60.3% | -11.9% |
| All | -12.7% | +45.0% | -57.6% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling