-10.9%
KMB vs XME
+179.6%
-190.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.1% | -2.0% |
| 7D | -2.7% | +3.6% | -6.3% | -2.8% |
| 30D | -5.0% | +3.6% | -8.7% | -5.1% |
| 3M | +6.6% | +1.2% | +5.3% | +6.6% |
| 6M | +1.0% | +9.0% | -8.1% | +0.5% |
| YTD | +6.0% | +15.9% | -10.0% | +5.2% |
| 1Y | -16.6% | +43.2% | -59.8% | -17.9% |
| 3Y | -8.6% | +137.4% | -146.0% | -12.5% |
| 5Y | -10.9% | +185.0% | -195.9% | -16.2% |
| All | -10.9% | +179.6% | -190.5% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling