+14.7%
KMB vs VCLT
+16.9%
-2.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | -8.6% | 0.0% | -8.6% | -8.6% |
| 30D | -7.5% | +0.1% | -7.6% | -7.6% |
| 3M | -0.6% | -2.9% | +2.2% | +0.3% |
| 6M | -1.5% | -4.0% | +2.4% | -0.3% |
| YTD | +1.6% | -2.2% | +3.9% | +2.3% |
| 1Y | -20.8% | -2.6% | -18.2% | -20.1% |
| 3Y | -12.4% | +12.3% | -24.7% | -15.6% |
| 5Y | -12.9% | -16.4% | +3.4% | -8.7% |
| 10Y | +14.7% | +18.1% | -3.4% | +10.1% |
| All | +14.7% | +16.9% | -2.2% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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