+1,822.5%
KMB vs NUE
+14,634.6%
-12,812.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -3.0% | +6.1% | -9.1% | -3.7% |
| 30D | +9.1% | +2.7% | +6.3% | +8.5% |
| 3M | -0.4% | -3.8% | +3.4% | -0.2% |
| 6M | +13.0% | +14.0% | -1.0% | +10.5% |
| YTD | +10.3% | +61.2% | -50.8% | +2.8% |
| 1Y | +8.2% | +77.8% | -69.6% | -0.5% |
| 3Y | +0.4% | +78.2% | -77.8% | -9.5% |
| 5Y | -2.7% | +149.8% | -152.5% | -18.6% |
| 10Y | +35.7% | +448.6% | -412.9% | -3.9% |
| All | +1,822.5% | +14,634.6% | -12,812.1% | +523.7% |
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