+361.6%
KMB vs NVMI
+1,967.2%
-1,605.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.5% | -7.1% | -1.7% |
| 7D | -3.0% | +6.6% | -9.6% | -3.2% |
| 30D | -5.5% | -7.5% | +2.1% | -5.3% |
| 3M | +14.0% | -28.5% | +42.5% | +14.6% |
| 6M | +4.1% | -15.7% | +19.8% | +4.1% |
| YTD | +8.0% | +13.3% | -5.3% | +7.3% |
| 1Y | -13.7% | +48.3% | -62.0% | -15.0% |
| 3Y | -5.9% | +191.2% | -197.2% | -9.5% |
| 5Y | -8.6% | +268.7% | -277.3% | -13.1% |
| 10Y | +17.3% | +3,034.8% | -3,017.5% | +5.0% |
| All | +361.6% | +1,967.2% | -1,605.6% | +265.5% |
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