+51.1%
NEM vs KMB
+11.9%
+39.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.1% | +5.8% | +9.1% |
| 7D | +3.7% | +0.4% | +3.3% | +3.5% |
| 30D | +2.0% | +14.0% | -12.0% | 0.0% |
| 3M | +21.1% | -1.3% | +22.4% | +20.6% |
| 6M | +9.5% | +16.7% | -7.2% | +5.7% |
| YTD | +19.1% | +12.0% | +7.1% | +22.5% |
| 1Y | +51.1% | +13.6% | +37.5% | +55.9% |
| All | +51.1% | +11.9% | +39.2% | +55.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling