+33.0%
KMB vs XLRE
+111.8%
-78.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.9% | -1.9% |
| 7D | -2.7% | -0.3% | -2.4% | -2.6% |
| 30D | -5.0% | -2.4% | -2.6% | -4.0% |
| 3M | +6.6% | +0.6% | +6.0% | +6.4% |
| 6M | +1.0% | +3.9% | -3.0% | -0.6% |
| YTD | +6.0% | +10.5% | -4.5% | +1.4% |
| 1Y | -16.6% | +8.4% | -25.0% | -19.5% |
| 3Y | -8.6% | +32.8% | -41.4% | -20.2% |
| 5Y | -10.9% | +7.0% | -17.9% | -15.4% |
| 10Y | +16.8% | +83.8% | -67.0% | -18.8% |
| All | +33.0% | +111.8% | -78.8% | -12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling