+299.3%
KMB vs VIG
+655.8%
-356.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.2% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | +10.2% | +4.9% | +5.3% | +7.0% |
| 3M | +1.5% | +2.9% | -1.5% | -0.3% |
| 6M | +16.6% | +11.2% | +5.4% | +9.2% |
| YTD | +12.1% | +16.0% | -3.9% | +2.1% |
| 1Y | +11.1% | +17.0% | -5.9% | +0.6% |
| 3Y | +1.9% | +66.9% | -64.9% | -26.8% |
| 5Y | -1.3% | +65.8% | -67.1% | -29.6% |
| 10Y | +37.8% | +263.6% | -225.8% | -42.8% |
| All | +299.3% | +655.8% | -356.5% | -0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling