+245.1%
KMB vs VIVK
-100.0%
+345.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -12.3% | +10.7% | -1.6% |
| 7D | -3.0% | -1.4% | -1.7% | -3.0% |
| 30D | -5.5% | -43.6% | +38.1% | -5.5% |
| 3M | +14.0% | -95.1% | +109.1% | +13.9% |
| 6M | +4.1% | -98.2% | +102.3% | +4.0% |
| YTD | +8.0% | -97.9% | +106.0% | +8.0% |
| 1Y | -13.7% | -100.0% | +86.2% | -13.8% |
| 3Y | -5.9% | -100.0% | +94.0% | -6.0% |
| 5Y | -8.6% | -100.0% | +91.4% | -8.7% |
| 10Y | +17.3% | -100.0% | +117.3% | +17.8% |
| All | +245.1% | -100.0% | +345.1% | +255.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling