+1,112.0%
VST vs KMB
+36.7%
+1,075.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.8% | +12.4% | +10.7% |
| 7D | -9.8% | +0.5% | -10.3% | -9.9% |
| 30D | -25.1% | +12.4% | -37.5% | -26.4% |
| 3M | -11.6% | +1.0% | -12.6% | -11.9% |
| 6M | -20.9% | +12.1% | -33.1% | -22.7% |
| YTD | -22.3% | +11.6% | -33.9% | -24.1% |
| 1Y | -32.0% | +13.1% | -45.1% | -33.7% |
| 3Y | +262.4% | +1.6% | +260.8% | +243.5% |
| 5Y | +563.4% | -0.3% | +563.7% | +522.9% |
| All | +1,112.0% | +36.7% | +1,075.3% | +966.3% |
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