+381.3%
KMB vs NVMI
+1,665.9%
-1,284.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.0% | +5.1% | +2.1% |
| 7D | +0.9% | +1.5% | -0.6% | +0.9% |
| 30D | +10.1% | -4.1% | +14.2% | +10.1% |
| 3M | 0.0% | -22.8% | +22.8% | +0.5% |
| 6M | +15.7% | -36.9% | +52.6% | +16.4% |
| YTD | +12.6% | -3.2% | +15.9% | +12.2% |
| 1Y | +10.1% | +7.1% | +3.1% | +9.4% |
| 3Y | +2.1% | +181.5% | -179.3% | -1.8% |
| 5Y | -0.7% | +141.2% | -141.9% | -4.6% |
| 10Y | +38.5% | +2,463.4% | -2,424.9% | +24.4% |
| All | +381.3% | +1,665.9% | -1,284.6% | +281.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling