-6.3%
KMB vs NVD
-99.2%
+92.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.6% |
| 7D | -3.0% | -11.1% | +8.1% | -2.7% |
| 30D | -5.5% | -13.3% | +7.8% | -5.1% |
| 3M | +14.0% | -19.8% | +33.8% | +14.6% |
| 6M | +4.1% | -48.8% | +52.9% | +5.9% |
| YTD | +8.0% | -49.7% | +57.7% | +9.8% |
| 1Y | -13.7% | -61.4% | +47.6% | -11.8% |
| 3Y | -5.9% | -99.1% | +93.2% | +5.4% |
| All | -6.3% | -99.2% | +92.9% | +4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling