+41.1%
KMB vs NWSA
+149.3%
-108.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +6.0% | -9.7% | +15.7% | +7.5% |
| 30D | +13.5% | -8.6% | +22.1% | +14.9% |
| 3M | +3.8% | -6.3% | +10.1% | +4.6% |
| 6M | +15.6% | -1.2% | +16.8% | +15.5% |
| YTD | +14.0% | +2.6% | +11.4% | +13.0% |
| 1Y | +12.9% | 0.0% | +12.9% | +12.4% |
| 3Y | +3.7% | +30.1% | -26.3% | -1.6% |
| 5Y | -0.1% | +18.3% | -18.4% | -5.3% |
| 10Y | +41.1% | +149.3% | -108.2% | +10.1% |
| All | +41.1% | +149.3% | -108.2% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling