+14.7%
KMB vs XE
-63.2%
+77.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.0% |
| 7D | +0.9% | +6.2% | -5.3% | +1.1% |
| 30D | +10.1% | -4.8% | +14.9% | +10.3% |
| 3M | 0.0% | -51.3% | +51.3% | -1.3% |
| 6M | +15.7% | -64.2% | +79.9% | +16.2% |
| All | +14.7% | -63.2% | +77.9% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 1y: compounded portfolio wealth divided by compounded XE 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…
1y analysis · Full analysis span regression · 6 months rolling