-12.9%
KMB vs NVT
+420.2%
-433.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.6% | -4.1% |
| 7D | -8.6% | +7.0% | -15.6% | -8.6% |
| 30D | -7.5% | -2.3% | -5.2% | -7.5% |
| 3M | -0.6% | -3.1% | +2.5% | -0.6% |
| 6M | -1.5% | +47.0% | -48.6% | -3.2% |
| YTD | +1.6% | +56.2% | -54.6% | -0.4% |
| 1Y | -20.8% | +74.5% | -95.3% | -22.7% |
| 3Y | -12.4% | +184.0% | -196.4% | -18.8% |
| 5Y | -12.9% | +410.8% | -423.7% | -27.6% |
| All | -12.9% | +420.2% | -433.1% | -27.6% |
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 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