+40.2%
KMB vs VCLT
+21.0%
+19.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | 0.0% | -0.7% |
| 7D | +6.0% | +0.2% | +5.8% | +6.0% |
| 30D | +13.5% | +2.3% | +11.2% | +12.7% |
| 3M | +3.8% | -1.1% | +4.8% | +4.2% |
| 6M | +15.6% | -4.2% | +19.8% | +17.2% |
| YTD | +14.0% | -3.4% | +17.4% | +15.3% |
| 1Y | +12.9% | -3.8% | +16.7% | +14.3% |
| 3Y | +3.7% | +14.7% | -11.0% | -0.6% |
| 5Y | -0.1% | -16.7% | +16.6% | +5.1% |
| All | +40.2% | +21.0% | +19.2% | +33.2% |
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