+13.5%
KMB vs VWO
+117.1%
-103.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -6.5% | -1.8% | -4.7% | -6.1% |
| 30D | -8.8% | -0.1% | -8.7% | -8.8% |
| 3M | -2.2% | +2.2% | -4.4% | -2.7% |
| 6M | +0.7% | +8.8% | -8.1% | -1.4% |
| YTD | +1.0% | +12.4% | -11.4% | -1.8% |
| 1Y | -20.3% | +15.6% | -35.9% | -23.1% |
| 3Y | -13.3% | +62.5% | -75.8% | -23.1% |
| 5Y | -12.9% | +34.3% | -47.2% | -19.5% |
| All | +13.5% | +117.1% | -103.6% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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