+16.8%
KMB vs VFC
-69.1%
+85.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | -0.1% | -1.8% |
| 7D | -2.7% | +0.8% | -3.6% | -2.8% |
| 30D | -5.0% | -11.9% | +6.9% | -4.0% |
| 3M | +6.6% | -20.2% | +26.7% | +8.4% |
| 6M | +1.0% | -23.0% | +24.0% | +2.9% |
| YTD | +6.0% | -26.2% | +32.2% | +8.2% |
| 1Y | -16.6% | -13.3% | -3.3% | -16.4% |
| 3Y | -8.6% | -25.5% | +16.8% | -11.3% |
| 5Y | -10.9% | -78.1% | +67.3% | +2.8% |
| 10Y | +16.8% | -68.8% | +85.6% | +19.2% |
| All | +16.8% | -69.1% | +85.9% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VFC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling