+588.9%
VST vs KMB
-0.3%
+589.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.8% | +12.4% | +10.2% |
| 7D | -9.8% | +0.5% | -10.3% | -9.5% |
| 30D | -25.1% | +12.4% | -37.5% | -23.5% |
| 3M | -11.6% | +1.0% | -12.6% | -11.0% |
| 6M | -20.9% | +12.1% | -33.1% | -19.3% |
| YTD | -22.3% | +11.6% | -33.9% | -20.7% |
| 1Y | -32.0% | +13.1% | -45.1% | -30.5% |
| 3Y | +262.4% | +1.6% | +260.8% | +248.2% |
| All | +588.9% | -0.3% | +589.2% | +536.8% |
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