+1,162.4%
VST vs KMB
+38.4%
+1,124.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.9% |
| 7D | -6.0% | +6.0% | -12.1% | -6.6% |
| 30D | -18.8% | +13.5% | -32.3% | -20.1% |
| 3M | -8.0% | +3.8% | -11.8% | -8.6% |
| 6M | -10.9% | +15.6% | -26.5% | -13.3% |
| YTD | -18.3% | +14.0% | -32.3% | -20.4% |
| 1Y | -29.9% | +12.9% | -42.9% | -31.6% |
| 3Y | +290.3% | +3.7% | +286.6% | +269.2% |
| 5Y | +635.3% | -0.1% | +635.4% | +593.7% |
| 10Y | +1,162.4% | +41.1% | +1,121.2% | +981.6% |
| All | +1,162.4% | +38.4% | +1,124.0% | +981.6% |
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