+133.9%
NOK vs KMB
+36.1%
+97.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.7% |
| 7D | +11.0% | -3.0% | +14.0% | +11.5% |
| 30D | -16.0% | +9.1% | -25.1% | -17.6% |
| 3M | -19.8% | -0.4% | -19.4% | -20.0% |
| 6M | -37.1% | +13.0% | -50.1% | -39.5% |
| YTD | +28.0% | +10.3% | +17.6% | +23.4% |
| 1Y | +17.9% | +8.2% | +9.7% | +14.3% |
| 3Y | +152.7% | +0.4% | +152.3% | +144.6% |
| 5Y | +62.3% | -2.7% | +65.0% | +56.8% |
| All | +133.9% | +36.1% | +97.8% | +118.9% |
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