+38.3%
KMB vs NVS
+260.1%
-221.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | +0.9% | -1.3% | +2.2% | +1.4% |
| 30D | +10.1% | +9.3% | +0.8% | +6.5% |
| 3M | 0.0% | +5.8% | -5.7% | -2.7% |
| 6M | +15.7% | +7.2% | +8.5% | +11.7% |
| YTD | +12.6% | +20.0% | -7.3% | +3.9% |
| 1Y | +10.1% | +25.4% | -15.2% | -0.3% |
| 3Y | +2.1% | +89.2% | -87.1% | -22.4% |
| 5Y | -0.7% | +134.6% | -135.3% | -31.9% |
| All | +38.3% | +260.1% | -221.8% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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