+344.1%
NEM vs KMB
+39.0%
+305.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.6% | 0.0% |
| 7D | -6.4% | +0.9% | -7.3% | -6.6% |
| 30D | +1.4% | +10.1% | -8.7% | -0.5% |
| 3M | -0.7% | 0.0% | -0.8% | -0.8% |
| 6M | -4.5% | +15.7% | -20.2% | -7.7% |
| YTD | +14.0% | +12.6% | +1.4% | +10.8% |
| 1Y | +27.3% | +10.1% | +17.2% | +24.3% |
| 3Y | +250.5% | +2.1% | +248.4% | +243.1% |
| 5Y | +121.1% | -0.7% | +121.7% | +117.0% |
| All | +344.1% | +39.0% | +305.1% | +290.6% |
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