+74.9%
KMB vs VEEV
+623.9%
-549.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -1.4% |
| 7D | -3.0% | -0.6% | -2.5% | -3.0% |
| 30D | -5.5% | +28.8% | -34.3% | -6.8% |
| 3M | +14.0% | +54.0% | -40.0% | +11.2% |
| 6M | +4.1% | +46.0% | -41.9% | +1.7% |
| YTD | +8.0% | +23.2% | -15.2% | +6.5% |
| 1Y | -13.7% | +1.9% | -15.6% | -14.2% |
| 3Y | -5.9% | +27.0% | -33.0% | -8.1% |
| 5Y | -8.6% | -13.4% | +4.8% | -9.6% |
| 10Y | +17.3% | +575.2% | -558.0% | +4.8% |
| All | +74.9% | +623.9% | -549.1% | +54.6% |
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