-9.0%
KMB vs NVS
+54.8%
-63.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -13.9% | +12.0% | +2.4% |
| 7D | -2.7% | -14.6% | +11.9% | +1.8% |
| 30D | -5.0% | -11.9% | +6.9% | -1.7% |
| 3M | +6.6% | -6.0% | +12.5% | +7.7% |
| 6M | +1.0% | -11.4% | +12.4% | +4.0% |
| YTD | +6.0% | +2.9% | +3.0% | +3.7% |
| 1Y | -16.6% | +10.2% | -26.9% | -20.6% |
| All | -9.0% | +54.8% | -63.9% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling