-11.2%
KMB vs VSXY
+37.5%
-48.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.4% |
| 7D | -6.5% | +0.1% | -6.6% | -6.5% |
| 30D | -8.8% | -18.7% | +9.9% | -8.6% |
| 3M | -2.2% | -4.0% | +1.8% | -2.2% |
| 6M | +0.7% | +67.5% | -66.8% | -0.1% |
| YTD | +1.0% | +39.7% | -38.6% | +0.4% |
| 1Y | -20.3% | +180.0% | -200.3% | -21.7% |
| 3Y | -13.3% | +337.3% | -350.6% | -17.2% |
| 5Y | -12.9% | +22.7% | -35.6% | -13.8% |
| All | -11.2% | +37.5% | -48.7% | -13.4% |
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