-1.5%
KMB vs VSXY
+99.7%
-101.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.7% |
| 7D | +0.1% | +0.8% | -0.8% | +0.1% |
| 30D | +10.2% | +24.0% | -13.8% | +9.9% |
| 3M | +1.5% | +16.7% | -15.2% | +1.2% |
| 6M | +16.6% | +138.6% | -122.0% | +15.1% |
| YTD | +12.1% | +102.8% | -90.7% | +10.7% |
| 1Y | +11.1% | +214.2% | -203.1% | +9.1% |
| 3Y | +1.9% | +461.4% | -459.4% | -2.6% |
| 5Y | -1.3% | +118.3% | -119.5% | -3.3% |
| All | -1.5% | +99.7% | -101.3% | -4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling