+245.4%
NEE vs KMB
+15.0%
+230.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | -1.9% | -7.7% | +5.8% | +1.7% |
| 30D | -3.1% | -8.2% | +5.1% | +0.6% |
| 3M | -2.4% | -1.9% | -0.5% | -2.1% |
| 6M | -8.6% | -0.7% | -7.9% | -9.2% |
| YTD | +4.9% | +1.4% | +3.6% | +3.0% |
| 1Y | +19.4% | -19.1% | +38.5% | +29.6% |
| 3Y | +34.9% | -12.6% | +47.4% | +39.3% |
| 5Y | +11.0% | -12.7% | +23.7% | +13.6% |
| All | +245.4% | +15.0% | +230.4% | +215.2% |
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