+205.0%
KMB vs VCLT
+103.4%
+101.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.3% |
| 3M | +14.0% | -3.2% | +17.2% | +14.7% |
| 6M | +4.1% | -3.8% | +7.9% | +4.9% |
| YTD | +8.0% | -2.0% | +10.1% | +8.5% |
| 1Y | -13.7% | -0.8% | -12.9% | -13.6% |
| 3Y | -5.9% | +12.3% | -18.2% | -7.9% |
| 5Y | -8.6% | -15.4% | +6.8% | -7.3% |
| 10Y | +17.3% | +15.7% | +1.5% | +17.8% |
| All | +205.0% | +103.4% | +101.6% | +230.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling