+284.2%
NEE vs KMB
+39.0%
+245.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -1.2% |
| 7D | -2.1% | +0.9% | -3.0% | -2.6% |
| 30D | +8.6% | +10.1% | -1.5% | +3.8% |
| 3M | -0.3% | 0.0% | -0.3% | -0.6% |
| 6M | -8.9% | +15.7% | -24.6% | -15.6% |
| YTD | +8.3% | +12.6% | -4.3% | +1.1% |
| 1Y | +4.3% | +10.1% | -5.9% | -1.7% |
| 3Y | +70.7% | +2.1% | +68.6% | +63.3% |
| 5Y | +12.8% | -0.7% | +13.5% | +8.5% |
| All | +284.2% | +39.0% | +245.2% | +216.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 10y: compounded portfolio wealth divided by compounded KMB 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…
10y analysis · Full analysis span regression · 6 months rolling