-13.7%
KMB vs NTRS
+47.2%
-60.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.0% | +0.4% | -3.4% | -3.0% |
| 30D | -5.5% | +1.7% | -7.2% | -5.5% |
| 3M | +14.0% | +8.9% | +5.1% | +13.5% |
| 6M | +4.1% | +30.6% | -26.5% | +2.3% |
| YTD | +8.0% | +38.7% | -30.6% | +4.8% |
| 1Y | -13.7% | +48.1% | -61.8% | -17.5% |
| All | -13.7% | +47.2% | -60.9% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling