+227.8%
VST vs KMB
+4.7%
+223.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.5% | -7.7% | -5.6% |
| 7D | -19.9% | +0.4% | -20.3% | -19.3% |
| 30D | -29.7% | +14.1% | -43.8% | -26.0% |
| 3M | -19.6% | -0.5% | -19.0% | -19.0% |
| 6M | -29.4% | +16.6% | -46.0% | -25.0% |
| YTD | -29.7% | +13.7% | -43.4% | -25.7% |
| 1Y | -40.0% | +16.1% | -56.1% | -36.1% |
| All | +227.8% | +4.7% | +223.1% | +214.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling