-12.9%
KMB vs VSXY
+19.3%
-32.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.5% | -0.6% | -4.1% |
| 7D | -8.6% | -10.7% | +2.1% | -8.5% |
| 30D | -7.5% | -24.3% | +16.7% | -7.2% |
| 3M | -0.6% | +1.0% | -1.6% | -0.7% |
| 6M | -1.5% | +57.4% | -58.9% | -2.2% |
| YTD | +1.6% | +39.8% | -38.2% | +1.0% |
| 1Y | -20.8% | +196.5% | -217.3% | -22.2% |
| 3Y | -12.4% | +357.2% | -369.6% | -16.6% |
| 5Y | -12.9% | +18.9% | -31.8% | -13.4% |
| All | -12.9% | +19.3% | -32.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling