-8.4%
KMB vs VG
-46.6%
+38.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.5% | -7.2% | -1.5% |
| 7D | +0.1% | +5.5% | -5.4% | +0.3% |
| 30D | +10.2% | -3.6% | +13.8% | +10.2% |
| 3M | +1.5% | -4.0% | +5.5% | +1.5% |
| 6M | +16.6% | +9.4% | +7.2% | +17.2% |
| YTD | +12.1% | +86.6% | -74.6% | +13.1% |
| 1Y | +11.1% | +69.5% | -58.4% | +12.0% |
| All | -8.4% | -46.6% | +38.2% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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