-75.5%
NKE vs KMB
-13.0%
-62.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.9% |
| 7D | -5.5% | -7.7% | +2.1% | -2.9% |
| 30D | -10.4% | -8.2% | -2.2% | -7.7% |
| 3M | -15.8% | -1.9% | -13.9% | -15.2% |
| 6M | -33.4% | -0.7% | -32.7% | -33.3% |
| YTD | -41.0% | +1.4% | -42.4% | -41.5% |
| 1Y | -49.1% | -19.1% | -29.9% | -45.5% |
| 3Y | -59.8% | -12.6% | -47.2% | -59.1% |
| 5Y | -75.5% | -12.7% | -62.8% | -75.6% |
| All | -75.5% | -13.0% | -62.5% | -75.6% |
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