+2.7%
KMB vs NWSA
+15.5%
-12.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +3.1% |
| 7D | +3.4% | -10.5% | +13.9% | +4.7% |
| 30D | +14.7% | -8.8% | +23.5% | +15.9% |
| 3M | +3.3% | -6.5% | +9.8% | +4.0% |
| 6M | +16.8% | -1.3% | +18.1% | +16.7% |
| YTD | +15.2% | +2.5% | +12.7% | +14.5% |
| 1Y | +13.3% | +0.2% | +13.1% | +12.9% |
| 3Y | +5.4% | +27.6% | -22.2% | +2.1% |
| 5Y | +2.7% | +17.0% | -14.3% | -3.8% |
| All | +2.7% | +15.5% | -12.8% | -3.8% |
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