-12.7%
KMB vs VRSK
-11.3%
-1.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | -7.7% | -7.7% | +0.1% | -5.9% |
| 30D | -8.2% | -2.8% | -5.4% | -7.7% |
| 3M | -1.9% | -3.7% | +1.8% | -1.2% |
| 6M | -0.7% | -12.8% | +12.1% | +2.2% |
| YTD | +1.4% | -21.0% | +22.3% | +6.9% |
| 1Y | -19.1% | -32.5% | +13.3% | -10.9% |
| 3Y | -12.6% | -26.5% | +13.9% | -6.6% |
| 5Y | -12.7% | -11.5% | -1.2% | -15.5% |
| All | -12.7% | -11.3% | -1.4% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling