+428.5%
KMB vs VTR
+1,499.7%
-1,071.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.4% |
| 7D | -3.0% | -1.7% | -1.4% | -2.8% |
| 30D | -5.5% | -2.4% | -3.0% | -5.2% |
| 3M | +14.0% | +14.8% | -0.8% | +12.1% |
| 6M | +4.1% | +5.3% | -1.3% | +3.4% |
| YTD | +8.0% | +18.1% | -10.0% | +5.8% |
| 1Y | -13.7% | +36.7% | -50.5% | -17.0% |
| 3Y | -5.9% | +130.1% | -136.0% | -15.2% |
| 5Y | -8.6% | +89.5% | -98.1% | -16.4% |
| 10Y | +17.3% | +87.4% | -70.1% | +3.0% |
| All | +428.5% | +1,499.7% | -1,071.3% | +283.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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