-20.8%
KMB vs NWSA
+2.0%
-22.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.0% |
| 7D | -8.6% | -3.1% | -5.5% | -7.8% |
| 30D | -7.5% | +4.3% | -11.8% | -8.5% |
| 3M | -0.6% | +9.2% | -9.9% | -3.3% |
| 6M | -1.5% | +21.6% | -23.1% | -6.6% |
| YTD | +1.6% | +14.2% | -12.6% | -2.2% |
| 1Y | -20.8% | +1.8% | -22.5% | -22.7% |
| All | -20.8% | +2.0% | -22.8% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling