+2.1%
KMB vs NXT
+175.5%
-173.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +2.1% |
| 7D | +0.9% | -9.4% | +10.3% | +0.8% |
| 30D | +10.1% | +15.1% | -5.0% | +10.4% |
| 3M | 0.0% | -9.1% | +9.1% | 0.0% |
| 6M | +15.7% | -30.3% | +46.0% | +15.3% |
| YTD | +12.6% | +9.1% | +3.6% | +12.4% |
| 1Y | +10.1% | +7.9% | +2.3% | +9.9% |
| 3Y | +2.1% | +176.5% | -174.3% | +1.4% |
| All | +2.1% | +175.5% | -173.4% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 3y: compounded portfolio wealth divided by compounded NXT 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…
3y analysis · Full analysis span regression · 6 months rolling