-19.1%
KMB vs NVTS
+87.1%
-106.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | -0.3% |
| 7D | -7.7% | +0.5% | -8.1% | -7.7% |
| 30D | -8.2% | -18.0% | +9.8% | -8.7% |
| 3M | -1.9% | -45.6% | +43.7% | -3.0% |
| 6M | -0.7% | +28.5% | -29.1% | -2.4% |
| YTD | +1.4% | +56.2% | -54.8% | -0.7% |
| 1Y | -19.1% | +97.7% | -116.8% | -21.5% |
| All | -19.1% | +87.1% | -106.2% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling