+1,666.3%
KMB vs NTRS
+7,716.8%
-6,050.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | -7.7% | +0.3% | -8.0% | -7.7% |
| 30D | -8.2% | +0.2% | -8.4% | -8.3% |
| 3M | -1.9% | +13.2% | -15.1% | -4.3% |
| 6M | -0.7% | +36.9% | -37.6% | -6.6% |
| YTD | +1.4% | +39.1% | -37.7% | -5.2% |
| 1Y | -19.1% | +50.4% | -69.6% | -25.6% |
| 3Y | -12.6% | +166.8% | -179.4% | -28.8% |
| 5Y | -12.7% | +92.9% | -105.5% | -25.8% |
| 10Y | +14.5% | +255.7% | -241.2% | -17.6% |
| All | +1,666.3% | +7,716.8% | -6,050.5% | +461.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling