+444.2%
V vs KMB
+41.7%
+402.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -1.1% |
| 7D | -0.8% | +3.4% | -4.2% | -1.9% |
| 30D | +9.5% | +14.7% | -5.2% | +4.8% |
| 3M | +16.7% | +3.3% | +13.4% | +15.3% |
| 6M | +32.9% | +16.8% | +16.1% | +26.2% |
| YTD | +21.1% | +15.2% | +5.9% | +14.8% |
| 1Y | +26.6% | +13.3% | +13.3% | +20.7% |
| 3Y | +78.4% | +5.4% | +72.9% | +70.9% |
| 5Y | +105.5% | +2.7% | +102.8% | +96.7% |
| 10Y | +444.2% | +38.7% | +405.6% | +381.2% |
| All | +444.2% | +41.7% | +402.5% | +381.2% |
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