+455.4%
V vs KMB
+41.1%
+414.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | +0.8% | +6.0% | -5.2% | -1.1% |
| 30D | +9.9% | +13.5% | -3.6% | +5.6% |
| 3M | +17.5% | +3.8% | +13.7% | +16.0% |
| 6M | +33.5% | +15.6% | +17.9% | +27.1% |
| YTD | +21.6% | +14.0% | +7.5% | +15.6% |
| 1Y | +27.6% | +12.9% | +14.6% | +21.7% |
| 3Y | +76.4% | +3.7% | +72.7% | +69.9% |
| 5Y | +103.8% | -0.1% | +103.9% | +97.0% |
| All | +455.4% | +41.1% | +414.3% | +394.2% |
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