-10.9%
KMB vs VIG
+63.6%
-74.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.6% |
| 7D | -2.7% | -0.4% | -2.3% | -2.5% |
| 30D | -5.0% | -2.1% | -2.9% | -4.1% |
| 3M | +6.6% | +3.3% | +3.2% | +5.0% |
| 6M | +1.0% | +9.3% | -8.3% | -3.1% |
| YTD | +6.0% | +10.1% | -4.2% | +1.2% |
| 1Y | -16.6% | +14.7% | -31.3% | -21.8% |
| 3Y | -8.6% | +56.9% | -65.6% | -27.1% |
| 5Y | -10.9% | +62.9% | -73.8% | -32.4% |
| All | -10.9% | +63.6% | -74.4% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling