+42.4%
KMB vs NVT
+699.2%
-656.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -1.7% |
| 7D | -3.0% | +5.1% | -8.1% | -3.3% |
| 30D | -5.5% | -3.7% | -1.8% | -5.3% |
| 3M | +14.0% | -10.1% | +24.1% | +14.4% |
| 6M | +4.1% | +37.5% | -33.4% | +0.8% |
| YTD | +8.0% | +53.7% | -45.7% | +3.6% |
| 1Y | -13.7% | +70.9% | -84.6% | -18.2% |
| 3Y | -5.9% | +180.4% | -186.3% | -16.5% |
| 5Y | -8.6% | +393.5% | -402.1% | -25.3% |
| All | +42.4% | +699.2% | -656.8% | +3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling