+38.7%
KMB vs VO
+206.8%
-168.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.7% | +0.5% | +2.2% |
| 7D | +3.4% | -0.1% | +3.5% | +3.4% |
| 30D | +14.7% | +0.5% | +14.2% | +14.5% |
| 3M | +3.3% | -1.0% | +4.3% | +3.6% |
| 6M | +16.8% | +6.4% | +10.4% | +14.1% |
| YTD | +15.2% | +13.6% | +1.6% | +9.8% |
| 1Y | +13.3% | +14.5% | -1.2% | +7.6% |
| 3Y | +5.4% | +67.2% | -61.8% | -13.8% |
| 5Y | +2.7% | +36.1% | -33.4% | -10.1% |
| 10Y | +38.7% | +199.3% | -160.7% | -18.7% |
| All | +38.7% | +206.8% | -168.1% | -18.7% |
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