+13.5%
KMB vs XLRE
+89.0%
-75.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | -6.5% | -1.2% | -5.3% | -6.0% |
| 30D | -8.8% | -2.4% | -6.4% | -7.8% |
| 3M | -2.2% | -2.5% | +0.3% | -1.0% |
| 6M | +0.7% | +4.0% | -3.3% | -0.9% |
| YTD | +1.0% | +9.3% | -8.2% | -2.8% |
| 1Y | -20.3% | +5.6% | -25.9% | -22.2% |
| 3Y | -13.3% | +31.3% | -44.5% | -23.8% |
| 5Y | -12.9% | +9.5% | -22.5% | -18.3% |
| All | +13.5% | +89.0% | -75.6% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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