+1.1%
KMB vs NVTS
-36.0%
+37.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.4% | +8.5% | +2.0% |
| 7D | +0.9% | +3.9% | -3.0% | +1.0% |
| 30D | +10.1% | -4.3% | +14.4% | +10.1% |
| 3M | 0.0% | -34.5% | +34.5% | -0.3% |
| 6M | +15.7% | -57.7% | +73.4% | +14.9% |
| YTD | +12.6% | +25.4% | -12.7% | +12.9% |
| 1Y | +10.1% | +13.1% | -3.0% | +10.3% |
| 3Y | +2.1% | +48.9% | -46.8% | +3.8% |
| 5Y | -0.7% | -51.8% | +51.1% | -0.9% |
| All | +1.1% | -36.0% | +37.0% | +0.3% |
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