+5.4%
KMB vs VIG
+66.1%
-60.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.8% | +2.1% |
| 7D | +3.4% | +0.4% | +3.0% | +3.1% |
| 30D | +14.7% | +4.3% | +10.4% | +12.5% |
| 3M | +3.3% | +2.0% | +1.2% | +2.2% |
| 6M | +16.8% | +10.2% | +6.6% | +12.1% |
| YTD | +15.2% | +14.8% | +0.4% | +8.6% |
| 1Y | +13.3% | +17.5% | -4.2% | +5.8% |
| 3Y | +5.4% | +67.4% | -62.0% | -19.4% |
| All | +5.4% | +66.1% | -60.6% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling