+1,855.0%
VRT vs KMB
+32.9%
+1,822.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -3.2% |
| 7D | -17.7% | +6.0% | -23.7% | -17.4% |
| 30D | -20.0% | +13.5% | -33.5% | -19.6% |
| 3M | -28.1% | +3.8% | -31.8% | -27.8% |
| 6M | -42.8% | +15.6% | -58.4% | -42.8% |
| YTD | +20.0% | +14.0% | +5.9% | +20.2% |
| 1Y | +3.5% | +12.9% | -9.4% | +3.7% |
| 3Y | +366.1% | +3.7% | +362.4% | +352.6% |
| 5Y | +632.2% | -0.1% | +632.2% | +610.6% |
| All | +1,855.0% | +32.9% | +1,822.1% | +1,755.0% |
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