-12.8%
KMB vs VSXY
+353.1%
-365.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.5% | -0.6% | -4.1% |
| 7D | -8.6% | -10.7% | +2.1% | -8.6% |
| 30D | -7.5% | -24.3% | +16.7% | -7.6% |
| 3M | -0.6% | +1.0% | -1.6% | -0.6% |
| 6M | -1.5% | +57.4% | -58.9% | -1.2% |
| YTD | +1.6% | +39.8% | -38.2% | +1.8% |
| 1Y | -20.8% | +196.5% | -217.3% | -20.1% |
| All | -12.8% | +353.1% | -365.9% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling