+82.3%
KMB vs VEEV
+693.5%
-611.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.1% |
| 7D | +0.9% | -0.7% | +1.6% | +1.0% |
| 30D | +10.1% | +1.4% | +8.7% | +10.0% |
| 3M | 0.0% | +19.4% | -19.3% | -1.0% |
| 6M | +15.7% | +93.6% | -77.9% | +11.5% |
| YTD | +12.6% | +35.1% | -22.4% | +10.4% |
| 1Y | +10.1% | +3.4% | +6.8% | +9.5% |
| 3Y | +2.1% | +81.4% | -79.2% | -2.3% |
| 5Y | -0.7% | -5.1% | +4.4% | -2.3% |
| 10Y | +38.5% | +661.2% | -622.7% | +23.1% |
| All | +82.3% | +693.5% | -611.2% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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