-13.7%
KMB vs NYT
+38.8%
-52.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -6.5% | -0.6% | -5.9% | -6.4% |
| 30D | -8.8% | +4.6% | -13.4% | -9.1% |
| 3M | -2.2% | -9.6% | +7.4% | -1.6% |
| 6M | +0.7% | -14.0% | +14.7% | +1.5% |
| YTD | +1.0% | -2.8% | +3.9% | +1.0% |
| 1Y | -20.3% | +15.6% | -35.9% | -21.3% |
| 3Y | -13.3% | +56.3% | -69.6% | -16.0% |
| All | -13.7% | +38.8% | -52.5% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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