-12.9%
KMB vs VTV
+80.1%
-93.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | -8.6% | -0.7% | -7.9% | -8.3% |
| 30D | -7.5% | -0.5% | -7.0% | -7.3% |
| 3M | -0.6% | +5.3% | -5.9% | -3.1% |
| 6M | -1.5% | +12.9% | -14.4% | -7.2% |
| YTD | +1.6% | +18.5% | -16.9% | -6.5% |
| 1Y | -20.8% | +25.3% | -46.1% | -29.1% |
| 3Y | -12.4% | +68.2% | -80.6% | -32.7% |
| 5Y | -12.9% | +80.6% | -93.6% | -36.7% |
| All | -12.9% | +80.1% | -93.1% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 5y: compounded portfolio wealth divided by compounded VTV 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…
5y analysis · Full analysis span regression · 6 months rolling