+36.0%
KMB vs VT
+215.5%
-179.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.1% | -1.9% |
| 7D | +0.5% | -2.3% | +2.8% | +1.3% |
| 30D | +12.4% | -5.0% | +17.3% | +14.4% |
| 3M | +1.0% | -4.9% | +5.9% | +2.7% |
| 6M | +12.1% | -1.5% | +13.7% | +12.4% |
| YTD | +11.6% | +8.5% | +3.1% | +7.7% |
| 1Y | +13.1% | +11.4% | +1.7% | +8.0% |
| 3Y | +1.6% | +70.1% | -68.5% | -19.2% |
| 5Y | -0.3% | +53.7% | -54.1% | -18.0% |
| All | +36.0% | +215.5% | -179.6% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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