-3.1%
KMB vs NVTS
-15.6%
+12.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.3% | -7.9% | -1.5% |
| 7D | -3.0% | +2.7% | -5.7% | -3.0% |
| 30D | -5.5% | -4.5% | -1.0% | -5.5% |
| 3M | +14.0% | -61.5% | +75.5% | +13.1% |
| 6M | +4.1% | +28.0% | -23.9% | +4.3% |
| YTD | +8.0% | +65.3% | -57.2% | +8.5% |
| 1Y | -13.7% | +113.0% | -126.7% | -13.1% |
| 3Y | -5.9% | +34.7% | -40.6% | -4.6% |
| All | -3.1% | -15.6% | +12.5% | -3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling