+38.3%
KMB vs VIVK
-100.0%
+138.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -7.5% | +9.6% | +2.1% |
| 7D | +0.9% | -57.7% | +58.6% | +1.2% |
| 30D | +10.1% | -87.3% | +97.4% | +10.8% |
| 3M | 0.0% | -98.9% | +98.9% | +1.5% |
| 6M | +15.7% | -100.0% | +115.6% | +18.5% |
| YTD | +12.6% | -100.0% | +112.6% | +15.0% |
| 1Y | +10.1% | -100.0% | +110.1% | +13.5% |
| 3Y | +2.1% | -100.0% | +102.1% | +5.3% |
| 5Y | -0.7% | -100.0% | +99.3% | +2.6% |
| All | +38.3% | -100.0% | +138.3% | +42.2% |
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