-12.9%
KMB vs NUE
+147.3%
-160.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.1% |
| 7D | -8.6% | -2.3% | -6.3% | -8.6% |
| 30D | -7.5% | -6.1% | -1.5% | -7.4% |
| 3M | -0.6% | +1.7% | -2.3% | -0.7% |
| 6M | -1.5% | +53.1% | -54.6% | -2.7% |
| YTD | +1.6% | +59.0% | -57.4% | +0.3% |
| 1Y | -20.8% | +85.3% | -106.1% | -22.0% |
| 3Y | -12.4% | +63.2% | -75.6% | -13.8% |
| 5Y | -12.9% | +146.8% | -159.7% | -17.4% |
| All | -12.9% | +147.3% | -160.3% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling