+16.8%
KMB vs VO
+192.5%
-175.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.4% | -1.7% |
| 7D | -2.7% | +0.6% | -3.3% | -2.9% |
| 30D | -5.0% | -1.1% | -4.0% | -4.7% |
| 3M | +6.6% | +4.5% | +2.0% | +4.8% |
| 6M | +1.0% | +11.1% | -10.1% | -2.9% |
| YTD | +6.0% | +13.5% | -7.6% | +1.0% |
| 1Y | -16.6% | +14.5% | -31.1% | -20.8% |
| 3Y | -8.6% | +58.1% | -66.7% | -23.8% |
| 5Y | -10.9% | +43.3% | -54.1% | -23.8% |
| 10Y | +16.8% | +193.2% | -176.4% | -32.6% |
| All | +16.8% | +192.5% | -175.6% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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