+19.6%
KMB vs XME
+415.7%
-396.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.1% | -2.0% |
| 7D | -2.7% | +3.6% | -6.3% | -3.0% |
| 30D | -5.0% | +3.6% | -8.7% | -5.3% |
| 3M | +6.6% | +1.2% | +5.3% | +6.3% |
| 6M | +1.0% | +9.0% | -8.1% | -0.1% |
| YTD | +6.0% | +15.9% | -10.0% | +4.2% |
| 1Y | -16.6% | +43.2% | -59.8% | -19.7% |
| 3Y | -8.6% | +137.4% | -146.0% | -16.7% |
| 5Y | -10.9% | +185.0% | -195.9% | -21.5% |
| All | +19.6% | +415.7% | -396.0% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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