+510.4%
KMB vs NVS
+1,273.7%
-763.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | +0.9% | -1.3% | +2.2% | +1.3% |
| 30D | +10.1% | +9.3% | +0.8% | +7.3% |
| 3M | 0.0% | +5.8% | -5.7% | -2.0% |
| 6M | +15.7% | +7.2% | +8.5% | +12.8% |
| YTD | +12.6% | +20.0% | -7.3% | +6.1% |
| 1Y | +10.1% | +25.4% | -15.2% | +2.3% |
| 3Y | +2.1% | +89.2% | -87.1% | -16.3% |
| 5Y | -0.7% | +134.6% | -135.3% | -23.9% |
| 10Y | +38.5% | +251.4% | -212.8% | -5.6% |
| All | +510.4% | +1,273.7% | -763.4% | +206.5% |
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 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