+2.3%
KMB vs NVTS
-32.9%
+35.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.0% | -1.1% |
| 7D | +6.0% | +9.6% | -3.5% | +6.2% |
| 30D | +13.5% | -13.0% | +26.5% | +13.4% |
| 3M | +3.8% | -28.8% | +32.5% | +3.5% |
| 6M | +15.6% | -48.5% | +64.0% | +15.0% |
| YTD | +14.0% | +31.4% | -17.4% | +14.3% |
| 1Y | +12.9% | -2.3% | +15.2% | +13.0% |
| 3Y | +3.7% | +49.8% | -46.1% | +5.4% |
| 5Y | -0.1% | -43.2% | +43.1% | -0.4% |
| All | +2.3% | -32.9% | +35.2% | +1.6% |
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