-6.6%
KMB vs VCLT
+13.1%
-19.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -3.0% | -0.5% | -2.5% | -2.9% |
| 30D | -5.5% | -0.9% | -4.6% | -5.2% |
| 3M | +14.0% | -3.2% | +17.2% | +15.2% |
| 6M | +4.1% | -3.8% | +7.9% | +5.3% |
| YTD | +8.0% | -2.0% | +10.1% | +8.7% |
| 1Y | -13.7% | -0.8% | -12.9% | -13.5% |
| All | -6.6% | +13.1% | -19.7% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling