+1,844.7%
KMB vs VFC
+1,340.0%
+504.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -2.0% | -1.9% |
| 7D | +0.5% | +11.2% | -10.7% | -1.3% |
| 30D | +12.4% | +41.5% | -29.1% | +6.4% |
| 3M | +1.0% | +38.9% | -37.9% | -4.2% |
| 6M | +12.1% | +6.1% | +6.0% | +10.3% |
| YTD | +11.6% | +14.5% | -2.9% | +7.9% |
| 1Y | +13.1% | +46.0% | -32.8% | +5.0% |
| 3Y | +1.6% | +36.4% | -34.8% | -12.1% |
| 5Y | -0.3% | -67.5% | +67.2% | +10.1% |
| 10Y | +37.9% | -45.8% | +83.8% | +28.8% |
| All | +1,844.7% | +1,340.0% | +504.7% | +828.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling