+1,782.5%
KMB vs VMC
+3,246.6%
-1,464.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.8% |
| 7D | -3.0% | -4.3% | +1.3% | -2.3% |
| 30D | -5.5% | -8.2% | +2.8% | -4.1% |
| 3M | +14.0% | -7.0% | +21.0% | +15.3% |
| 6M | +4.1% | -10.8% | +14.8% | +5.9% |
| YTD | +8.0% | -7.4% | +15.4% | +9.1% |
| 1Y | -13.7% | -9.5% | -4.3% | -12.7% |
| 3Y | -5.9% | +20.5% | -26.4% | -10.4% |
| 5Y | -8.6% | +51.6% | -60.2% | -17.4% |
| 10Y | +17.3% | +150.0% | -132.8% | -7.8% |
| All | +1,782.5% | +3,246.6% | -1,464.1% | +690.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling