+47.7%
KMB vs VTEB
+26.6%
+21.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -2.7% | -0.2% | -2.5% | -2.5% |
| 30D | -5.0% | -1.6% | -3.4% | -3.8% |
| 3M | +6.6% | -2.0% | +8.5% | +8.3% |
| 6M | +1.0% | -1.7% | +2.7% | +2.4% |
| YTD | +6.0% | -0.6% | +6.6% | +6.6% |
| 1Y | -16.6% | +1.8% | -18.5% | -17.6% |
| 3Y | -8.6% | +9.6% | -18.2% | -14.3% |
| 5Y | -10.9% | +2.1% | -12.9% | -12.0% |
| 10Y | +16.8% | +18.9% | -2.1% | +12.2% |
| All | +47.7% | +26.6% | +21.1% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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