-8.9%
KMB vs NVTS
-17.0%
+8.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.8% | -4.1% |
| 7D | -8.6% | +3.5% | -12.1% | -8.6% |
| 30D | -7.5% | -11.9% | +4.4% | -7.6% |
| 3M | -0.6% | -49.2% | +48.6% | -1.2% |
| 6M | -1.5% | +38.4% | -40.0% | -1.3% |
| YTD | +1.6% | +62.5% | -60.9% | +2.0% |
| 1Y | -20.8% | +101.4% | -122.2% | -20.2% |
| 3Y | -12.4% | +40.4% | -52.8% | -11.1% |
| All | -8.9% | -17.0% | +8.2% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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