-12.5%
KMB vs XLRE
+8.0%
-20.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.7% |
| 7D | -8.6% | -0.7% | -7.9% | -8.3% |
| 30D | -7.5% | -2.2% | -5.3% | -6.7% |
| 3M | -0.6% | -2.6% | +2.0% | +0.5% |
| 6M | -1.5% | +2.6% | -4.1% | -2.3% |
| YTD | +1.6% | +9.3% | -7.7% | -1.5% |
| 1Y | -20.8% | +7.2% | -28.0% | -22.7% |
| 3Y | -12.4% | +31.3% | -43.7% | -20.4% |
| All | -12.5% | +8.0% | -20.5% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling