+2.7%
KMB vs VCLT
-17.3%
+20.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +3.0% | +3.1% |
| 7D | +3.4% | +1.2% | +2.2% | +3.0% |
| 30D | +14.7% | +3.4% | +11.3% | +13.5% |
| 3M | +3.3% | -0.9% | +4.1% | +3.6% |
| 6M | +16.8% | -3.1% | +19.9% | +18.0% |
| YTD | +15.2% | -2.4% | +17.6% | +16.0% |
| 1Y | +13.3% | -2.7% | +15.9% | +14.2% |
| 3Y | +5.4% | +16.9% | -11.4% | +1.0% |
| 5Y | +2.7% | -17.0% | +19.7% | +2.1% |
| All | +2.7% | -17.3% | +20.0% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling