+35.5%
KMB vs VFC
-50.3%
+85.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.4% | -1.3% |
| 7D | -3.0% | -1.4% | -1.5% | -2.8% |
| 30D | +9.1% | +24.6% | -15.6% | +6.9% |
| 3M | -0.4% | +38.4% | -38.9% | -3.4% |
| 6M | +13.0% | +15.3% | -2.3% | +11.1% |
| YTD | +10.3% | +12.7% | -2.4% | +8.4% |
| 1Y | +8.2% | +32.7% | -24.5% | +4.7% |
| 3Y | +0.4% | +43.7% | -43.3% | -8.6% |
| 5Y | -2.7% | -69.2% | +66.5% | +9.3% |
| All | +35.5% | -50.3% | +85.7% | +32.4% |
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