+2.7%
KMB vs XHB
+38.1%
-35.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.6% | -0.4% | +2.4% |
| 7D | +3.4% | +1.3% | +2.1% | +3.1% |
| 30D | +14.7% | +11.8% | +2.9% | +12.0% |
| 3M | +3.3% | -3.8% | +7.1% | +3.9% |
| 6M | +16.8% | +4.1% | +12.7% | +15.6% |
| YTD | +15.2% | +4.0% | +11.3% | +13.9% |
| 1Y | +13.3% | +1.6% | +11.7% | +12.4% |
| 3Y | +5.4% | +43.2% | -37.7% | -3.2% |
| 5Y | +2.7% | +35.8% | -33.1% | -11.0% |
| All | +2.7% | +38.1% | -35.4% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling