+5.4%
KMB vs XHB
+41.0%
-35.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.6% | -0.4% | +2.4% |
| 7D | +3.4% | +1.3% | +2.1% | +3.0% |
| 30D | +14.7% | +11.8% | +2.9% | +11.8% |
| 3M | +3.3% | -3.8% | +7.1% | +3.8% |
| 6M | +16.8% | +4.1% | +12.7% | +15.5% |
| YTD | +15.2% | +4.0% | +11.3% | +13.8% |
| 1Y | +13.3% | +1.6% | +11.7% | +12.2% |
| 3Y | +5.4% | +43.2% | -37.7% | +2.2% |
| All | +5.4% | +41.0% | -35.5% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling