+1,740.6%
VRT vs KMB
+30.1%
+1,710.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +3.4% |
| 7D | -21.4% | +0.5% | -21.8% | -21.2% |
| 30D | -25.8% | +12.4% | -38.2% | -25.5% |
| 3M | -33.5% | +1.0% | -34.5% | -33.4% |
| 6M | -49.0% | +12.1% | -61.2% | -49.0% |
| YTD | +12.9% | +11.6% | +1.3% | +13.0% |
| 1Y | 0.0% | +13.1% | -13.1% | 0.0% |
| 3Y | +361.8% | +1.6% | +360.2% | +348.0% |
| 5Y | +565.1% | -0.3% | +565.5% | +542.9% |
| All | +1,740.6% | +30.1% | +1,710.5% | +1,644.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling