+13.8%
KMB vs VIG
+247.5%
-233.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | 0.0% |
| 7D | -7.7% | -2.2% | -5.5% | -6.5% |
| 30D | -8.2% | -3.2% | -5.0% | -6.4% |
| 3M | -1.9% | +3.0% | -4.9% | -3.5% |
| 6M | -0.7% | +8.1% | -8.8% | -5.0% |
| YTD | +1.4% | +9.1% | -7.7% | -3.6% |
| 1Y | -19.1% | +12.6% | -31.7% | -24.5% |
| 3Y | -12.6% | +55.4% | -68.0% | -33.1% |
| 5Y | -12.7% | +62.8% | -75.4% | -35.7% |
| All | +13.8% | +247.5% | -233.7% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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