-12.9%
KMB vs NVS
+89.9%
-102.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.1% |
| 7D | -8.6% | -15.4% | +6.8% | -3.7% |
| 30D | -7.5% | -12.3% | +4.8% | -3.9% |
| 3M | -0.6% | -7.8% | +7.2% | +1.3% |
| 6M | -1.5% | -13.0% | +11.4% | +2.4% |
| YTD | +1.6% | +2.8% | -1.1% | -0.6% |
| 1Y | -20.8% | +10.6% | -31.4% | -24.8% |
| 3Y | -12.4% | +55.1% | -67.5% | -27.6% |
| 5Y | -12.9% | +91.7% | -104.6% | -34.5% |
| All | -12.9% | +89.9% | -102.9% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling