-20.0%
KMB vs VYM
+17.6%
-37.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.1% |
| 7D | -7.7% | -1.9% | -5.8% | -6.5% |
| 30D | -8.2% | -2.6% | -5.6% | -6.7% |
| 3M | -1.9% | +3.6% | -5.5% | -3.3% |
| 6M | -0.7% | +8.7% | -9.3% | -5.1% |
| YTD | +1.4% | +14.1% | -12.7% | -5.6% |
| All | -20.0% | +17.6% | -37.7% | -26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling