+112.5%
NET vs KMB
-9.4%
+121.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -2.0% |
| 7D | -7.0% | -4.2% | -2.8% | -7.0% |
| 30D | -4.8% | -6.6% | +1.8% | -4.8% |
| 3M | +3.8% | +12.6% | -8.8% | +3.9% |
| 6M | +50.0% | +2.9% | +47.2% | +50.5% |
| YTD | +41.5% | +6.8% | +34.7% | +41.6% |
| 1Y | +32.8% | -14.8% | +47.6% | +34.5% |
| 3Y | +335.9% | -7.1% | +342.9% | +326.4% |
| All | +112.5% | -9.4% | +121.9% | +97.8% |
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