-5.0%
KMB vs VSXY
+37.4%
-42.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -1.6% |
| 7D | -3.0% | -14.0% | +10.9% | -2.8% |
| 30D | -5.5% | -15.9% | +10.4% | -5.3% |
| 3M | +14.0% | +3.4% | +10.6% | +13.9% |
| 6M | +4.1% | +25.9% | -21.8% | +3.6% |
| YTD | +8.0% | +39.5% | -31.4% | +7.3% |
| 1Y | -13.7% | +194.4% | -208.1% | -15.3% |
| 3Y | -5.9% | +281.4% | -287.4% | -9.7% |
| 5Y | -8.6% | +12.8% | -21.4% | -9.4% |
| All | -5.0% | +37.4% | -42.4% | -7.4% |
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 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