+33.2%
KMB vs NVT
+731.8%
-698.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.6% | -5.0% | -0.6% |
| 7D | -6.5% | +4.1% | -10.6% | -6.7% |
| 30D | -8.8% | -5.1% | -3.7% | -8.6% |
| 3M | -2.2% | -1.2% | -1.0% | -2.4% |
| 6M | +0.7% | +46.6% | -45.9% | -2.9% |
| YTD | +1.0% | +60.0% | -59.0% | -3.3% |
| 1Y | -20.3% | +70.8% | -91.1% | -24.3% |
| 3Y | -13.3% | +187.5% | -200.8% | -23.1% |
| 5Y | -12.9% | +426.1% | -439.1% | -29.2% |
| All | +33.2% | +731.8% | -698.6% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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