+500.1%
VST vs KMB
+1.5%
+498.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.5% | -7.7% | -5.9% |
| 7D | -19.9% | +0.4% | -20.3% | -19.6% |
| 30D | -29.7% | +14.1% | -43.8% | -27.9% |
| 3M | -19.6% | -0.5% | -19.0% | -19.2% |
| 6M | -29.4% | +16.6% | -46.0% | -27.6% |
| YTD | -29.7% | +13.7% | -43.4% | -28.0% |
| 1Y | -40.0% | +16.1% | -56.1% | -38.4% |
| 3Y | +231.0% | +4.7% | +226.3% | +218.4% |
| 5Y | +500.1% | +1.5% | +498.5% | +455.4% |
| All | +500.1% | +1.5% | +498.6% | +455.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling