+682.7%
VRT vs KMB
-2.7%
+685.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.2% |
| 7D | +18.6% | -3.0% | +21.6% | +17.7% |
| 30D | -11.7% | +9.1% | -20.7% | -9.8% |
| 3M | -27.3% | -0.4% | -26.9% | -26.9% |
| 6M | -42.9% | +13.0% | -55.8% | -41.4% |
| YTD | +29.5% | +10.3% | +19.1% | +32.7% |
| 1Y | +21.0% | +8.2% | +12.8% | +23.8% |
| 3Y | +403.1% | +0.4% | +402.7% | +379.2% |
| All | +682.7% | -2.7% | +685.4% | +621.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling