-3.0%
KMB vs VSXY
+90.2%
-93.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.8% | +3.2% | -1.5% |
| 7D | -3.0% | -1.6% | -1.4% | -2.9% |
| 30D | +9.1% | +17.8% | -8.7% | +8.8% |
| 3M | -0.4% | +12.5% | -12.9% | -0.6% |
| 6M | +13.0% | +124.7% | -111.7% | +11.6% |
| YTD | +10.3% | +93.2% | -82.8% | +9.1% |
| 1Y | +8.2% | +195.6% | -187.4% | +6.4% |
| 3Y | +0.4% | +434.6% | -434.3% | -4.0% |
| 5Y | -2.7% | +103.3% | -106.0% | -4.6% |
| All | -3.0% | +90.2% | -93.3% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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