+1,670.2%
KMB vs NYT
+754.7%
+915.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.1% | -3.8% |
| 7D | -8.6% | -1.6% | -7.0% | -8.4% |
| 30D | -7.5% | +2.8% | -10.3% | -7.9% |
| 3M | -0.6% | -9.2% | +8.6% | +0.5% |
| 6M | -1.5% | -17.1% | +15.5% | +0.6% |
| YTD | +1.6% | -3.2% | +4.9% | +1.6% |
| 1Y | -20.8% | +15.7% | -36.5% | -22.8% |
| 3Y | -12.4% | +55.7% | -68.1% | -18.7% |
| 5Y | -12.9% | +39.4% | -52.3% | -19.3% |
| 10Y | +14.7% | +485.6% | -470.8% | -16.1% |
| All | +1,670.2% | +754.7% | +915.5% | +921.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling