+420.5%
VUG vs KMB
+12.7%
+407.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +0.4% |
| 7D | +0.1% | -8.6% | +8.7% | +2.1% |
| 30D | -1.7% | -7.5% | +5.8% | 0.0% |
| 3M | +2.8% | -0.6% | +3.5% | +2.6% |
| 6M | +13.6% | -1.5% | +15.2% | +13.4% |
| YTD | +8.1% | +1.6% | +6.5% | +6.8% |
| 1Y | +13.1% | -20.8% | +33.9% | +18.8% |
| 3Y | +87.0% | -12.4% | +99.4% | +87.0% |
| 5Y | +76.0% | -12.9% | +88.9% | +74.5% |
| 10Y | +420.5% | +14.7% | +405.8% | +377.1% |
| All | +420.5% | +12.7% | +407.8% | +377.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling