+85.8%
KMB vs NWSA
+101.5%
-15.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.9% |
| 7D | +0.1% | -12.2% | +12.3% | +2.0% |
| 30D | +10.2% | -8.7% | +18.9% | +11.7% |
| 3M | +1.5% | -6.0% | +7.4% | +2.3% |
| 6M | +16.6% | -0.3% | +17.0% | +16.3% |
| YTD | +12.1% | +3.5% | +8.6% | +10.9% |
| 1Y | +11.1% | +0.8% | +10.3% | +10.3% |
| 3Y | +1.9% | +31.1% | -29.2% | -3.7% |
| 5Y | -1.3% | +18.8% | -20.0% | -6.7% |
| 10Y | +37.8% | +147.9% | -110.1% | +6.6% |
| All | +85.8% | +101.5% | -15.6% | +49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling