+485.5%
KMB vs NVS
+1,269.4%
-783.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.0% |
| 7D | -3.0% | +4.0% | -7.1% | -4.2% |
| 30D | -5.5% | +3.6% | -9.1% | -6.6% |
| 3M | +14.0% | +7.8% | +6.2% | +11.3% |
| 6M | +4.1% | -0.2% | +4.3% | +3.8% |
| YTD | +8.0% | +19.6% | -11.5% | +2.2% |
| 1Y | -13.7% | +28.4% | -42.1% | -20.2% |
| 3Y | -5.9% | +76.2% | -82.1% | -21.1% |
| 5Y | -8.6% | +111.1% | -119.7% | -27.7% |
| 10Y | +17.3% | +224.3% | -207.0% | -18.2% |
| All | +485.5% | +1,269.4% | -783.9% | +195.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling