-20.8%
KMB vs NVD
-60.3%
+39.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -6.0% | -4.2% |
| 7D | -8.6% | +0.5% | -9.1% | -8.6% |
| 30D | -7.5% | -9.3% | +1.8% | -7.2% |
| 3M | -0.6% | -22.1% | +21.5% | +0.6% |
| 6M | -1.5% | -45.8% | +44.3% | +1.0% |
| YTD | +1.6% | -46.7% | +48.3% | +3.8% |
| 1Y | -20.8% | -59.5% | +38.7% | -19.5% |
| All | -20.8% | -60.3% | +39.5% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 1y: compounded portfolio wealth divided by compounded NVD 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…
1y analysis · Full analysis span regression · 6 months rolling