+1,917.9%
VRT vs KMB
+34.3%
+1,883.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.2% | +6.4% | +9.8% |
| 7D | -10.6% | +3.4% | -14.0% | -10.4% |
| 30D | -17.4% | +14.7% | -32.1% | -17.0% |
| 3M | -26.4% | +3.3% | -29.7% | -26.1% |
| 6M | -41.0% | +16.8% | -57.8% | -40.9% |
| YTD | +23.8% | +15.2% | +8.6% | +24.1% |
| 1Y | +11.6% | +13.3% | -1.7% | +11.9% |
| 3Y | +403.5% | +5.4% | +398.1% | +388.7% |
| 5Y | +647.0% | +2.7% | +644.3% | +623.4% |
| All | +1,917.9% | +34.3% | +1,883.6% | +1,815.8% |
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