+13.5%
KMB vs VTRS
-48.4%
+61.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -6.5% | -2.2% | -4.3% | -6.3% |
| 30D | -8.8% | +3.3% | -12.1% | -9.1% |
| 3M | -2.2% | +2.0% | -4.2% | -2.4% |
| 6M | +0.7% | +19.9% | -19.3% | -1.2% |
| YTD | +1.0% | +35.7% | -34.7% | -2.0% |
| 1Y | -20.3% | +68.1% | -88.4% | -24.4% |
| 3Y | -13.3% | +87.1% | -100.4% | -19.3% |
| 5Y | -12.9% | +47.6% | -60.6% | -18.2% |
| All | +13.5% | -48.4% | +61.8% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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