+5.4%
KMB vs NVTS
+58.3%
-52.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +11.3% | -8.0% | +3.4% |
| 7D | +3.4% | +20.8% | -17.4% | +3.7% |
| 30D | +14.7% | -11.1% | +25.8% | +14.6% |
| 3M | +3.3% | -31.0% | +34.3% | +3.0% |
| 6M | +16.8% | -47.4% | +64.2% | +16.2% |
| YTD | +15.2% | +34.2% | -19.0% | +15.3% |
| 1Y | +13.3% | +22.2% | -8.9% | +13.3% |
| 3Y | +5.4% | +68.4% | -62.9% | +7.4% |
| All | +5.4% | +58.3% | -52.9% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling