-24.0%
NKE vs KMB
+14.6%
-38.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -4.2% | -6.5% | +2.3% | -1.9% |
| 30D | -8.2% | -8.8% | +0.6% | -5.1% |
| 3M | -19.1% | -2.2% | -16.9% | -18.5% |
| 6M | -32.6% | +0.7% | -33.3% | -32.9% |
| YTD | -40.7% | +1.0% | -41.7% | -41.2% |
| 1Y | -48.9% | -20.3% | -28.5% | -45.0% |
| 3Y | -59.2% | -13.3% | -46.0% | -58.1% |
| 5Y | -75.3% | -12.9% | -62.4% | -74.9% |
| All | -24.0% | +14.6% | -38.6% | -29.8% |
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 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