+138.6%
NOK vs KMB
+14.6%
+123.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +4.9% |
| 7D | +11.0% | -6.5% | +17.5% | +12.3% |
| 30D | +7.8% | -8.8% | +16.7% | +9.6% |
| 3M | -21.0% | -2.2% | -18.8% | -21.3% |
| 6M | +40.9% | +0.7% | +40.2% | +39.0% |
| YTD | +72.0% | +1.0% | +71.0% | +69.1% |
| 1Y | +140.9% | -20.3% | +161.2% | +151.3% |
| 3Y | +194.3% | -13.3% | +207.5% | +195.6% |
| 5Y | +112.5% | -12.9% | +125.5% | +110.8% |
| All | +138.6% | +14.6% | +123.9% | +136.3% |
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