+38.7%
KMB vs VSH
+128.2%
-89.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +13.4% | -10.2% | +2.7% |
| 7D | +3.4% | +3.5% | -0.1% | +3.1% |
| 30D | +14.7% | -22.4% | +37.1% | +15.7% |
| 3M | +3.3% | -25.2% | +28.5% | +4.2% |
| 6M | +16.8% | -22.5% | +39.3% | +15.6% |
| YTD | +15.2% | +84.2% | -69.0% | +6.4% |
| 1Y | +13.3% | +87.1% | -73.8% | +4.4% |
| 3Y | +5.4% | +31.7% | -26.2% | -1.5% |
| 5Y | +2.7% | +42.6% | -39.9% | -6.1% |
| 10Y | +38.7% | +116.6% | -77.9% | +14.7% |
| All | +38.7% | +128.2% | -89.6% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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