+221.0%
KMB vs VRSK
+593.4%
-372.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.4% | -5.5% | -4.5% |
| 7D | -8.6% | -5.4% | -3.2% | -7.3% |
| 30D | -7.5% | -1.8% | -5.8% | -7.2% |
| 3M | -0.6% | -2.2% | +1.6% | -0.3% |
| 6M | -1.5% | -14.9% | +13.4% | +2.1% |
| YTD | +1.6% | -20.0% | +21.6% | +6.8% |
| 1Y | -20.8% | -33.1% | +12.4% | -12.4% |
| 3Y | -12.4% | -25.6% | +13.2% | -6.9% |
| 5Y | -12.9% | -10.1% | -2.8% | -13.7% |
| 10Y | +14.7% | +128.4% | -113.7% | -10.5% |
| All | +221.0% | +593.4% | -372.4% | +119.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling