+13.8%
KMB vs NVMI
+3,108.0%
-3,094.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | -0.2% |
| 7D | -7.7% | +3.8% | -11.5% | -7.7% |
| 30D | -8.2% | -7.6% | -0.6% | -8.1% |
| 3M | -1.9% | -28.0% | +26.1% | -1.5% |
| 6M | -0.7% | -15.3% | +14.6% | -0.9% |
| YTD | +1.4% | +11.5% | -10.1% | +0.3% |
| 1Y | -19.1% | +31.6% | -50.7% | -20.6% |
| 3Y | -12.6% | +207.0% | -219.6% | -19.4% |
| 5Y | -12.7% | +262.8% | -275.5% | -21.8% |
| All | +13.8% | +3,108.0% | -3,094.1% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 10y: compounded portfolio wealth divided by compounded NVMI 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…
10y analysis · Full analysis span regression · 6 months rolling