+157.7%
NEM vs KMB
-14.2%
+171.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.4% | +2.0% |
| 7D | +3.1% | -8.6% | +11.7% | +4.8% |
| 30D | +10.0% | -7.5% | +17.5% | +11.6% |
| 3M | +30.9% | -0.6% | +31.5% | +30.6% |
| 6M | +10.5% | -1.5% | +12.1% | +10.4% |
| YTD | +29.7% | +1.6% | +28.1% | +29.0% |
| 1Y | +71.1% | -20.8% | +91.9% | +79.1% |
| 3Y | +252.1% | -12.4% | +264.5% | +253.7% |
| 5Y | +157.7% | -12.9% | +170.7% | +162.4% |
| All | +157.7% | -14.2% | +171.9% | +162.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling