-13.7%
KMB vs VWO
+34.0%
-47.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -6.5% | -1.8% | -4.7% | -6.3% |
| 30D | -8.8% | -0.1% | -8.7% | -8.8% |
| 3M | -2.2% | +2.2% | -4.4% | -2.5% |
| 6M | +0.7% | +8.8% | -8.1% | -0.6% |
| YTD | +1.0% | +12.4% | -11.4% | -0.6% |
| 1Y | -20.3% | +15.6% | -35.9% | -21.9% |
| 3Y | -13.3% | +62.5% | -75.8% | -18.7% |
| All | -13.7% | +34.0% | -47.7% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling