+1,862.7%
KMB vs NUE
+14,124.9%
-12,262.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.5% | +5.5% | +2.5% |
| 7D | +0.9% | +2.8% | -1.8% | +0.5% |
| 30D | +10.1% | -2.1% | +12.2% | +10.2% |
| 3M | 0.0% | -7.3% | +7.4% | +0.7% |
| 6M | +15.7% | +8.9% | +6.8% | +13.8% |
| YTD | +12.6% | +55.6% | -43.0% | +5.4% |
| 1Y | +10.1% | +74.7% | -64.5% | +1.5% |
| 3Y | +2.1% | +71.7% | -69.5% | -7.5% |
| 5Y | -0.7% | +141.2% | -141.9% | -16.6% |
| 10Y | +38.5% | +429.6% | -391.1% | -1.5% |
| All | +1,862.7% | +14,124.9% | -12,262.3% | +539.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling