+13.5%
KMB vs VRSK
+126.1%
-112.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -6.5% | -5.2% | -1.3% | -5.0% |
| 30D | -8.8% | -2.3% | -6.5% | -8.3% |
| 3M | -2.2% | -2.9% | +0.7% | -1.6% |
| 6M | +0.7% | -12.8% | +13.5% | +4.2% |
| YTD | +1.0% | -20.8% | +21.9% | +7.4% |
| 1Y | -20.3% | -33.2% | +12.9% | -10.3% |
| 3Y | -13.3% | -26.6% | +13.3% | -6.7% |
| 5Y | -12.9% | -11.3% | -1.6% | -14.2% |
| All | +13.5% | +126.1% | -112.6% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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