-75.3%
NKE vs KMB
-0.7%
-74.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | -0.2% |
| 7D | -1.6% | +0.9% | -2.5% | -1.9% |
| 30D | +7.6% | +10.1% | -2.5% | +3.9% |
| 3M | -6.9% | 0.0% | -6.9% | -7.0% |
| 6M | -8.5% | +15.7% | -24.2% | -13.3% |
| YTD | -38.8% | +12.6% | -51.4% | -41.6% |
| 1Y | -40.6% | +10.1% | -50.7% | -42.8% |
| 3Y | -60.9% | +2.1% | -63.1% | -62.6% |
| All | -75.3% | -0.7% | -74.7% | -76.7% |
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