-12.9%
KMB vs NWSA
+39.6%
-52.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -4.0% |
| 7D | -8.6% | -3.4% | -5.2% | -8.2% |
| 30D | -7.5% | +3.9% | -11.5% | -8.0% |
| 3M | -0.6% | +8.9% | -9.5% | -1.8% |
| 6M | -1.5% | +21.2% | -22.7% | -3.9% |
| YTD | +1.6% | +13.8% | -12.2% | -0.2% |
| 1Y | -20.8% | +1.4% | -22.2% | -21.4% |
| 3Y | -12.4% | +44.0% | -56.4% | -16.3% |
| 5Y | -12.9% | +40.5% | -53.4% | -18.8% |
| All | -12.9% | +39.6% | -52.5% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling