+13.5%
KMB vs VYM
+209.2%
-195.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.7% |
| 7D | -6.5% | -0.8% | -5.7% | -6.1% |
| 30D | -8.8% | -2.2% | -6.6% | -7.6% |
| 3M | -2.2% | +3.1% | -5.2% | -3.7% |
| 6M | +0.7% | +9.7% | -9.1% | -4.3% |
| YTD | +1.0% | +14.9% | -13.9% | -6.4% |
| 1Y | -20.3% | +17.6% | -37.9% | -27.1% |
| 3Y | -13.3% | +65.3% | -78.6% | -35.0% |
| 5Y | -12.9% | +78.7% | -91.7% | -38.1% |
| All | +13.5% | +209.2% | -195.7% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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