+38.3%
KMB vs XHB
+237.3%
-199.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.3% | +1.9% |
| 7D | +0.9% | -0.2% | +1.1% | +1.0% |
| 30D | +10.1% | +9.9% | +0.1% | +7.7% |
| 3M | 0.0% | -6.3% | +6.3% | +1.5% |
| 6M | +15.7% | +3.8% | +11.8% | +14.5% |
| YTD | +12.6% | +0.1% | +12.5% | +12.1% |
| 1Y | +10.1% | -0.8% | +10.9% | +9.8% |
| 3Y | +2.1% | +35.6% | -33.5% | -6.9% |
| 5Y | -0.7% | +29.6% | -30.2% | -10.2% |
| All | +38.3% | +237.3% | -199.0% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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