+16.8%
KMB vs VSH
+170.2%
-153.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.9% |
| 7D | -2.7% | +6.2% | -8.9% | -3.0% |
| 30D | -5.0% | -11.1% | +6.1% | -4.5% |
| 3M | +6.6% | -44.9% | +51.5% | +9.5% |
| 6M | +1.0% | +90.0% | -89.0% | -5.9% |
| YTD | +6.0% | +118.8% | -112.8% | -2.6% |
| 1Y | -16.6% | +109.0% | -125.6% | -23.2% |
| 3Y | -8.6% | +35.6% | -44.3% | -13.7% |
| 5Y | -10.9% | +66.7% | -77.6% | -18.7% |
| 10Y | +16.8% | +167.9% | -151.1% | -6.2% |
| All | +16.8% | +170.2% | -153.4% | -6.2% |
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