+1,216.9%
VST vs KMB
+21.6%
+1,195.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.7% |
| 7D | +8.9% | -3.0% | +11.9% | +9.3% |
| 30D | +6.2% | -5.5% | +11.7% | +6.9% |
| 3M | -2.7% | +14.0% | -16.7% | -5.1% |
| 6M | -8.4% | +4.1% | -12.4% | -9.3% |
| YTD | -7.2% | +8.0% | -15.2% | -8.8% |
| 1Y | -20.9% | -13.7% | -7.2% | -19.6% |
| 3Y | +384.0% | -5.9% | +389.9% | +368.0% |
| 5Y | +757.1% | -8.6% | +765.7% | +725.7% |
| All | +1,216.9% | +21.6% | +1,195.3% | +1,056.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling