+1,782.5%
KMB vs VFC
+845.1%
+937.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -2.0% |
| 7D | -3.0% | -1.6% | -1.4% | -2.8% |
| 30D | -5.5% | -11.6% | +6.2% | -3.7% |
| 3M | +14.0% | -18.1% | +32.1% | +17.0% |
| 6M | +4.1% | -27.4% | +31.4% | +8.5% |
| YTD | +8.0% | -24.8% | +32.9% | +11.7% |
| 1Y | -13.7% | -8.2% | -5.5% | -14.2% |
| 3Y | -5.9% | -29.1% | +23.2% | -10.0% |
| 5Y | -8.6% | -79.2% | +70.5% | +8.3% |
| 10Y | +17.3% | -68.1% | +85.4% | +19.8% |
| All | +1,782.5% | +845.1% | +937.4% | +860.6% |
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