+13.5%
KMB vs NTRS
+259.9%
-246.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | -6.5% | +1.4% | -7.9% | -6.7% |
| 30D | -8.8% | -0.7% | -8.2% | -8.7% |
| 3M | -2.2% | +11.3% | -13.5% | -3.8% |
| 6M | +0.7% | +35.5% | -34.9% | -3.9% |
| YTD | +1.0% | +40.6% | -39.6% | -4.2% |
| 1Y | -20.3% | +49.2% | -69.5% | -25.2% |
| 3Y | -13.3% | +167.2% | -180.5% | -26.3% |
| 5Y | -12.9% | +94.9% | -107.9% | -23.5% |
| All | +13.5% | +259.9% | -246.5% | -13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling