-10.9%
KMB vs XHB
+37.2%
-48.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.4% |
| 7D | -2.7% | +0.2% | -2.9% | -2.8% |
| 30D | -5.0% | -9.1% | +4.0% | -3.2% |
| 3M | +6.6% | -2.3% | +8.9% | +7.0% |
| 6M | +1.0% | -4.1% | +5.1% | +1.6% |
| YTD | +6.0% | -1.7% | +7.7% | +6.0% |
| 1Y | -16.6% | -15.1% | -1.5% | -14.5% |
| 3Y | -8.6% | +26.8% | -35.5% | -14.0% |
| 5Y | -10.9% | +37.3% | -48.2% | -22.3% |
| All | -10.9% | +37.2% | -48.0% | -22.3% |
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 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