-16.6%
KMB vs VFC
-11.5%
-5.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | -0.1% | -1.7% |
| 7D | -2.7% | +0.8% | -3.6% | -2.8% |
| 30D | -5.0% | -11.9% | +6.9% | -3.8% |
| 3M | +6.6% | -20.2% | +26.7% | +8.5% |
| 6M | +1.0% | -23.0% | +24.0% | +2.9% |
| YTD | +6.0% | -26.2% | +32.2% | +7.8% |
| 1Y | -16.6% | -13.3% | -3.3% | -15.7% |
| All | -16.6% | -11.5% | -5.2% | -15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling