+153.1%
NEM vs KMB
+2.6%
+150.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.2% | +0.3% | +2.8% |
| 7D | +14.7% | +3.4% | +11.3% | +13.9% |
| 30D | +6.2% | +14.7% | -8.5% | +3.3% |
| 3M | +11.0% | +3.3% | +7.7% | +10.1% |
| 6M | +7.9% | +16.8% | -8.9% | +4.1% |
| YTD | +26.2% | +15.2% | +10.9% | +22.3% |
| 1Y | +51.5% | +13.3% | +38.2% | +47.4% |
| 3Y | +290.6% | +5.4% | +285.2% | +275.5% |
| 5Y | +153.1% | +2.7% | +150.4% | +149.4% |
| All | +153.1% | +2.6% | +150.5% | +149.4% |
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