+476.5%
V vs KMB
+36.1%
+440.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | +0.4% |
| 7D | -0.4% | -3.0% | +2.6% | +0.5% |
| 30D | +6.3% | +9.1% | -2.7% | +3.4% |
| 3M | +17.2% | -0.4% | +17.6% | +17.1% |
| 6M | +29.2% | +13.0% | +16.3% | +24.0% |
| YTD | +20.8% | +10.3% | +10.4% | +16.0% |
| 1Y | +25.0% | +8.2% | +16.8% | +20.8% |
| 3Y | +75.3% | +0.4% | +74.9% | +70.5% |
| 5Y | +105.8% | -2.7% | +108.5% | +100.5% |
| All | +476.5% | +36.1% | +440.4% | +418.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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