+77.9%
VUG vs KMB
+2.5%
+75.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -0.8% |
| 7D | +2.5% | +0.9% | +1.6% | +2.6% |
| 30D | -6.3% | +10.1% | -16.4% | -5.8% |
| 3M | -6.0% | 0.0% | -6.1% | -6.0% |
| 6M | -3.5% | +15.7% | -19.2% | -2.7% |
| YTD | +3.9% | +12.6% | -8.7% | +4.7% |
| 1Y | +5.1% | +10.1% | -5.0% | +5.8% |
| 3Y | +77.9% | +2.1% | +75.7% | +77.2% |
| All | +77.9% | +2.5% | +75.4% | +77.2% |
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