+13.8%
KMB vs XHB
+210.4%
-196.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.3% |
| 7D | -7.7% | -5.2% | -2.4% | -6.5% |
| 30D | -8.2% | -12.1% | +3.9% | -5.4% |
| 3M | -1.9% | -6.2% | +4.3% | -0.5% |
| 6M | -0.7% | -6.7% | +6.0% | +0.7% |
| YTD | +1.4% | -5.5% | +6.8% | +2.3% |
| 1Y | -19.1% | -15.6% | -3.5% | -16.4% |
| 3Y | -12.6% | +22.0% | -34.6% | -18.3% |
| 5Y | -12.7% | +31.8% | -44.5% | -21.5% |
| All | +13.8% | +210.4% | -196.6% | -17.8% |
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