+48.5%
KMB vs NVT
+488.5%
-440.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.1% |
| 7D | +0.9% | +8.0% | -7.1% | +0.6% |
| 30D | +10.1% | -24.8% | +34.9% | +11.2% |
| 3M | 0.0% | -32.4% | +32.5% | +1.5% |
| 6M | +15.7% | -33.5% | +49.2% | +17.2% |
| YTD | +12.6% | +13.2% | -0.5% | +9.1% |
| 1Y | +10.1% | +9.0% | +1.2% | +6.9% |
| 3Y | +2.1% | +129.4% | -127.2% | -9.5% |
| 5Y | -0.7% | +230.1% | -230.7% | -16.9% |
| All | +48.5% | +488.5% | -440.0% | +8.8% |
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