+248.0%
KMB vs VWO
+326.6%
-78.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | -2.7% | +0.9% | -3.6% | -3.0% |
| 30D | -5.0% | +1.3% | -6.3% | -5.4% |
| 3M | +6.6% | +5.1% | +1.5% | +5.0% |
| 6M | +1.0% | +12.5% | -11.6% | -2.5% |
| YTD | +6.0% | +14.0% | -8.1% | +1.9% |
| 1Y | -16.6% | +19.7% | -36.4% | -21.0% |
| 3Y | -8.6% | +66.8% | -75.4% | -21.5% |
| 5Y | -10.9% | +36.2% | -47.0% | -19.7% |
| 10Y | +16.8% | +111.0% | -94.2% | -9.8% |
| All | +248.0% | +326.6% | -78.7% | +96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling