-4.9%
KMB vs NVTS
-14.2%
+9.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -1.9% |
| 7D | -2.7% | +9.7% | -12.4% | -2.6% |
| 30D | -5.0% | -13.6% | +8.6% | -5.2% |
| 3M | +6.6% | -51.0% | +57.5% | +6.0% |
| 6M | +1.0% | +46.3% | -45.4% | +1.2% |
| YTD | +6.0% | +68.1% | -62.1% | +6.4% |
| 1Y | -16.6% | +113.9% | -130.5% | -16.0% |
| 3Y | -8.6% | +45.3% | -53.9% | -7.2% |
| All | -4.9% | -14.2% | +9.2% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling