+687.9%
NFLX vs KMB
+12.7%
+675.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.2% |
| 7D | -8.1% | -8.6% | +0.5% | -6.4% |
| 30D | -0.3% | -7.5% | +7.2% | +1.2% |
| 3M | -6.6% | -0.6% | -6.0% | -6.4% |
| 6M | -22.7% | -1.5% | -21.1% | -22.5% |
| YTD | -18.9% | +1.6% | -20.5% | -19.3% |
| 1Y | -39.8% | -20.8% | -19.0% | -37.4% |
| 3Y | +71.7% | -12.4% | +84.1% | +72.1% |
| 5Y | +27.2% | -12.9% | +40.2% | +26.7% |
| 10Y | +687.9% | +14.7% | +673.2% | +635.0% |
| All | +687.9% | +12.7% | +675.2% | +635.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling