+57.3%
VUG vs KMB
-0.3%
+57.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.0% |
| 7D | -3.4% | +0.5% | -3.9% | -3.5% |
| 30D | -11.1% | +12.4% | -23.5% | -11.9% |
| 3M | -7.2% | +1.0% | -8.2% | -7.4% |
| 6M | -4.1% | +12.1% | -16.3% | -5.2% |
| YTD | +1.4% | +11.6% | -10.2% | +0.1% |
| 1Y | +1.9% | +13.1% | -11.2% | +0.5% |
| 3Y | +77.7% | +1.6% | +76.2% | +71.3% |
| All | +57.3% | -0.3% | +57.6% | +50.1% |
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 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