-8.0%
KMB vs VSH
+64.7%
-72.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -6.0% | -1.6% |
| 7D | -3.0% | +4.1% | -7.1% | -3.1% |
| 30D | -5.5% | -4.2% | -1.3% | -5.5% |
| 3M | +14.0% | -50.0% | +64.0% | +15.0% |
| 6M | +4.1% | +80.2% | -76.1% | +0.1% |
| YTD | +8.0% | +121.1% | -113.0% | +3.1% |
| 1Y | -13.7% | +112.0% | -125.7% | -17.7% |
| 3Y | -5.9% | +22.5% | -28.5% | -7.5% |
| All | -8.0% | +64.7% | -72.7% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling