-16.3%
NOW vs KMB
+2.8%
-19.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | -0.4% |
| 7D | -3.0% | +0.5% | -3.5% | -3.0% |
| 30D | -26.0% | +12.4% | -38.4% | -25.9% |
| 3M | -13.1% | +1.0% | -14.1% | -13.2% |
| 6M | +14.5% | +12.1% | +2.4% | +16.3% |
| YTD | -33.4% | +11.6% | -45.1% | -32.3% |
| 1Y | -40.6% | +13.1% | -53.7% | -39.5% |
| 3Y | -16.3% | +1.6% | -17.9% | -17.8% |
| All | -16.3% | +2.8% | -19.1% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling