+269.9%
KMB vs XME
+242.3%
+27.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.2% |
| 3M | +14.0% | -7.7% | +21.7% | +14.7% |
| 6M | +4.1% | +1.0% | +3.1% | +3.4% |
| YTD | +8.0% | +14.6% | -6.6% | +5.4% |
| 1Y | -13.7% | +46.0% | -59.7% | -18.7% |
| 3Y | -5.9% | +127.0% | -133.0% | -17.2% |
| 5Y | -8.6% | +175.8% | -184.4% | -23.1% |
| 10Y | +17.3% | +414.6% | -397.4% | -14.2% |
| All | +269.9% | +242.3% | +27.6% | +147.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling