+262.4%
VST vs KMB
+2.8%
+259.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.8% | +12.4% | +9.8% |
| 7D | -9.8% | +0.5% | -10.3% | -9.2% |
| 30D | -25.1% | +12.4% | -37.5% | -21.7% |
| 3M | -11.6% | +1.0% | -12.6% | -10.6% |
| 6M | -20.9% | +12.1% | -33.1% | -17.1% |
| YTD | -22.3% | +11.6% | -33.9% | -18.4% |
| 1Y | -32.0% | +13.1% | -45.1% | -28.2% |
| 3Y | +262.4% | +1.6% | +260.8% | +245.1% |
| All | +262.4% | +2.8% | +259.6% | +245.1% |
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