-6.6%
KMB vs XME
+134.1%
-140.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -3.0% | -0.1% | -2.9% | -3.0% |
| 30D | -5.5% | +6.0% | -11.5% | -5.4% |
| 3M | +14.0% | -7.7% | +21.7% | +14.2% |
| 6M | +4.1% | +1.0% | +3.1% | +3.9% |
| YTD | +8.0% | +14.6% | -6.6% | +8.0% |
| 1Y | -13.7% | +46.0% | -59.7% | -13.6% |
| All | -6.6% | +134.1% | -140.6% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling