+316.0%
KMB vs VO
+827.2%
-511.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -3.0% | -0.3% | -2.8% | -2.9% |
| 30D | -5.5% | -0.3% | -5.1% | -5.3% |
| 3M | +14.0% | +2.9% | +11.0% | +12.6% |
| 6M | +4.1% | +9.3% | -5.3% | +0.3% |
| YTD | +8.0% | +14.2% | -6.1% | +2.1% |
| 1Y | -13.7% | +15.3% | -29.0% | -18.8% |
| 3Y | -5.9% | +56.2% | -62.2% | -22.7% |
| 5Y | -8.6% | +42.4% | -51.1% | -23.2% |
| 10Y | +17.3% | +194.7% | -177.5% | -30.7% |
| All | +316.0% | +827.2% | -511.2% | +39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling