+7,487.7%
NEE vs KMB
+1,930.6%
+5,557.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.3% |
| 7D | +2.3% | +6.0% | -3.7% | +0.4% |
| 30D | +11.5% | +13.5% | -2.0% | +7.1% |
| 3M | +2.6% | +3.8% | -1.1% | +1.2% |
| 6M | -6.0% | +15.6% | -21.5% | -10.6% |
| YTD | +9.8% | +14.0% | -4.2% | +4.5% |
| 1Y | +4.7% | +12.9% | -8.2% | -0.1% |
| 3Y | +71.0% | +3.7% | +67.3% | +66.3% |
| 5Y | +15.8% | -0.1% | +15.9% | +13.6% |
| 10Y | +287.3% | +41.1% | +246.1% | +242.8% |
| All | +7,487.7% | +1,930.6% | +5,557.1% | +3,622.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling