+13.8%
KMB vs NVS
+180.2%
-166.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -7.7% | -15.7% | +8.0% | -2.1% |
| 30D | -8.2% | -11.1% | +2.9% | -4.7% |
| 3M | -1.9% | -7.2% | +5.3% | 0.0% |
| 6M | -0.7% | -12.3% | +11.7% | +3.4% |
| YTD | +1.4% | +2.8% | -1.4% | -0.9% |
| 1Y | -19.1% | +11.9% | -31.1% | -23.7% |
| 3Y | -12.6% | +55.1% | -67.7% | -28.3% |
| 5Y | -12.7% | +94.1% | -106.7% | -35.4% |
| All | +13.8% | +180.2% | -166.3% | -22.6% |
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