-47.4%
NKE vs KMB
-13.3%
-34.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | -2.0% | -3.0% | +1.0% | -1.1% |
| 30D | -8.6% | -5.5% | -3.1% | -7.1% |
| 3M | -11.0% | +14.0% | -25.0% | -13.5% |
| 6M | -33.2% | +4.1% | -37.3% | -33.8% |
| YTD | -38.1% | +8.0% | -46.2% | -39.1% |
| 1Y | -47.4% | -13.7% | -33.6% | -47.5% |
| All | -47.4% | -13.3% | -34.1% | -47.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling