-12.9%
KMB vs VEU
+56.2%
-69.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.9% |
| 7D | -8.6% | +0.3% | -8.9% | -8.7% |
| 30D | -7.5% | +0.7% | -8.2% | -7.7% |
| 3M | -0.6% | +4.7% | -5.3% | -1.7% |
| 6M | -1.5% | +11.6% | -13.2% | -4.4% |
| YTD | +1.6% | +16.8% | -15.2% | -2.4% |
| 1Y | -20.8% | +24.9% | -45.7% | -25.2% |
| 3Y | -12.4% | +75.7% | -88.1% | -24.4% |
| 5Y | -12.9% | +56.1% | -69.1% | -26.3% |
| All | -12.9% | +56.2% | -69.1% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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