-1.3%
KMB vs NVT
+243.7%
-245.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.8% | -5.5% | -1.6% |
| 7D | +0.1% | +3.5% | -3.4% | +0.2% |
| 30D | +10.2% | -28.2% | +38.4% | +9.8% |
| 3M | +1.5% | -30.1% | +31.5% | +1.1% |
| 6M | +16.6% | -32.5% | +49.1% | +16.3% |
| YTD | +12.1% | +15.2% | -3.1% | +9.6% |
| 1Y | +11.1% | +7.2% | +3.9% | +8.9% |
| 3Y | +1.9% | +134.2% | -132.3% | -6.8% |
| 5Y | -1.3% | +238.3% | -239.6% | -16.8% |
| All | -1.3% | +243.7% | -245.0% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling