+237.3%
KMB vs VYM
+492.8%
-255.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -3.0% | 0.0% | -3.0% | -3.0% |
| 30D | -5.5% | -0.5% | -4.9% | -5.2% |
| 3M | +14.0% | +3.0% | +11.0% | +12.1% |
| 6M | +4.1% | +8.2% | -4.1% | -0.5% |
| YTD | +8.0% | +15.8% | -7.8% | -0.6% |
| 1Y | -13.7% | +20.8% | -34.6% | -22.6% |
| 3Y | -5.9% | +65.3% | -71.2% | -30.0% |
| 5Y | -8.6% | +76.6% | -85.2% | -35.0% |
| 10Y | +17.3% | +203.9% | -186.6% | -40.8% |
| All | +237.3% | +492.8% | -255.5% | +15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling