+41.1%
KMB vs XHB
+248.4%
-207.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.4% |
| 7D | +6.0% | +1.2% | +4.9% | +5.7% |
| 30D | +13.5% | +8.9% | +4.6% | +11.2% |
| 3M | +3.8% | -4.2% | +7.9% | +4.7% |
| 6M | +15.6% | +1.4% | +14.2% | +15.0% |
| YTD | +14.0% | +1.2% | +12.8% | +13.2% |
| 1Y | +12.9% | -1.3% | +14.2% | +12.7% |
| 3Y | +3.7% | +36.6% | -32.8% | -5.6% |
| 5Y | -0.1% | +34.3% | -34.3% | -10.5% |
| 10Y | +41.1% | +241.1% | -199.9% | -4.3% |
| All | +41.1% | +248.4% | -207.3% | -4.3% |
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