+1,449.6%
NET vs KMB
+2.8%
+1,446.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.9% |
| 7D | -7.0% | -3.0% | -3.9% | -6.8% |
| 30D | -4.8% | -5.5% | +0.7% | -4.5% |
| 3M | +3.8% | +14.0% | -10.2% | +3.0% |
| 6M | +50.0% | +4.1% | +46.0% | +49.8% |
| YTD | +41.5% | +8.0% | +33.4% | +40.6% |
| 1Y | +32.8% | -13.7% | +46.6% | +34.8% |
| 3Y | +335.9% | -5.9% | +341.8% | +330.5% |
| 5Y | +113.8% | -8.6% | +122.4% | +110.9% |
| All | +1,449.6% | +2.8% | +1,446.7% | +1,423.9% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling