+13.5%
KMB vs NUE
+599.8%
-586.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.4% |
| 7D | -6.5% | -0.6% | -5.9% | -6.4% |
| 30D | -8.8% | -4.6% | -4.3% | -8.6% |
| 3M | -2.2% | -0.3% | -1.9% | -2.3% |
| 6M | +0.7% | +51.9% | -51.2% | -2.4% |
| YTD | +1.0% | +60.0% | -59.0% | -2.5% |
| 1Y | -20.3% | +82.9% | -103.2% | -23.8% |
| 3Y | -13.3% | +66.0% | -79.2% | -17.3% |
| 5Y | -12.9% | +149.0% | -161.9% | -21.9% |
| All | +13.5% | +599.8% | -586.4% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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