+13.0%
KMB vs VCLT
-4.1%
+17.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | 0.0% | -0.2% |
| 7D | +6.0% | +0.2% | +5.8% | +5.9% |
| 30D | +13.5% | +2.3% | +11.2% | +12.1% |
| 3M | +3.8% | -1.1% | +4.8% | +4.3% |
| 6M | +15.6% | -4.2% | +19.8% | +17.3% |
| YTD | +14.0% | -3.4% | +17.4% | +15.6% |
| All | +13.0% | -4.1% | +17.1% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling