+32.6%
NET vs KMB
+0.6%
+32.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.1% | -6.7% | -2.4% |
| 7D | -16.4% | +0.4% | -16.7% | -16.3% |
| 30D | -25.8% | +14.0% | -39.9% | -25.6% |
| 3M | -11.5% | -1.3% | -10.2% | -11.3% |
| 6M | +18.9% | +16.7% | +2.2% | +19.3% |
| YTD | +35.2% | +12.0% | +23.2% | +35.6% |
| 1Y | +14.5% | +13.6% | +0.8% | +14.6% |
| 3Y | +313.8% | +3.1% | +310.7% | +296.8% |
| 5Y | +32.6% | +0.8% | +31.8% | +32.4% |
| All | +32.6% | +0.6% | +32.0% | +32.4% |
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