+227.3%
KMB vs VEU
+192.1%
+35.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.8% |
| 7D | -3.0% | +1.1% | -4.2% | -3.5% |
| 30D | -5.5% | +2.2% | -7.6% | -6.2% |
| 3M | +14.0% | +3.0% | +11.0% | +12.4% |
| 6M | +4.1% | +10.9% | -6.8% | -0.3% |
| YTD | +8.0% | +18.2% | -10.1% | +0.9% |
| 1Y | -13.7% | +28.3% | -42.0% | -22.0% |
| 3Y | -5.9% | +74.6% | -80.6% | -24.9% |
| 5Y | -8.6% | +56.4% | -65.0% | -24.6% |
| 10Y | +17.3% | +153.0% | -135.7% | -21.9% |
| All | +227.3% | +192.1% | +35.2% | +90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling