+14.7%
KMB vs VMC
+146.8%
-132.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.9% | -3.7% |
| 7D | -8.6% | -5.3% | -3.3% | -8.0% |
| 30D | -7.5% | -12.3% | +4.7% | -6.0% |
| 3M | -0.6% | -10.3% | +9.6% | +0.7% |
| 6M | -1.5% | -8.6% | +7.0% | -0.5% |
| YTD | +1.6% | -11.9% | +13.5% | +3.0% |
| 1Y | -20.8% | -13.9% | -6.9% | -19.5% |
| 3Y | -12.4% | +18.2% | -30.6% | -15.0% |
| 5Y | -12.9% | +47.7% | -60.7% | -18.6% |
| 10Y | +14.7% | +152.5% | -137.8% | -2.9% |
| All | +14.7% | +146.8% | -132.0% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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