+38.7%
KMB vs VFC
-44.8%
+83.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.6% | +0.6% | +3.0% |
| 7D | +3.4% | +7.7% | -4.3% | +2.7% |
| 30D | +14.7% | +39.2% | -24.5% | +11.3% |
| 3M | +3.3% | +40.3% | -37.0% | +0.1% |
| 6M | +16.8% | +11.4% | +5.4% | +15.1% |
| YTD | +15.2% | +17.5% | -2.3% | +12.7% |
| 1Y | +13.3% | +45.9% | -32.6% | +8.7% |
| 3Y | +5.4% | +47.3% | -41.9% | -4.1% |
| 5Y | +2.7% | -67.2% | +69.9% | +14.5% |
| 10Y | +38.7% | -46.1% | +84.7% | +35.8% |
| All | +38.7% | -44.8% | +83.4% | +35.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling