+13.8%
KMB vs VIVK
-100.0%
+113.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.2% |
| 7D | -7.7% | -9.5% | +1.8% | -7.6% |
| 30D | -8.2% | -35.1% | +26.9% | -8.1% |
| 3M | -1.9% | -93.4% | +91.5% | -1.1% |
| 6M | -0.7% | -98.0% | +97.3% | +0.4% |
| YTD | +1.4% | -97.9% | +99.2% | +2.1% |
| 1Y | -19.1% | -100.0% | +80.8% | -17.4% |
| 3Y | -12.6% | -100.0% | +87.4% | -10.9% |
| 5Y | -12.7% | -100.0% | +87.3% | -11.0% |
| All | +13.8% | -100.0% | +113.8% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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