+265.3%
KMB vs VT
+345.0%
-79.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.6% | +3.2% |
| 7D | +0.4% | -4.2% | +4.6% | +2.1% |
| 30D | +14.1% | -5.8% | +19.9% | +16.9% |
| 3M | -0.5% | -5.2% | +4.7% | +1.6% |
| 6M | +16.6% | +0.1% | +16.5% | +16.1% |
| YTD | +13.7% | +8.2% | +5.5% | +9.4% |
| 1Y | +16.1% | +10.1% | +5.9% | +10.8% |
| 3Y | +4.7% | +69.7% | -65.0% | -17.8% |
| 5Y | +1.5% | +53.4% | -51.8% | -17.7% |
| 10Y | +40.5% | +219.2% | -178.7% | -20.1% |
| All | +265.3% | +345.0% | -79.7% | +79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling