+294.5%
KMB vs XME
+184.7%
+109.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.5% | -2.3% | +2.6% |
| 7D | +3.4% | +0.9% | +2.5% | +3.2% |
| 30D | +14.7% | -7.3% | +22.0% | +15.6% |
| 3M | +3.3% | -14.8% | +18.0% | +5.1% |
| 6M | +16.8% | -18.4% | +35.2% | +19.0% |
| YTD | +15.2% | -4.7% | +19.9% | +14.8% |
| 1Y | +13.3% | +5.7% | +7.6% | +11.3% |
| 3Y | +5.4% | +104.0% | -98.5% | -6.2% |
| 5Y | +2.7% | +122.4% | -119.7% | -11.3% |
| 10Y | +38.7% | +285.4% | -246.7% | +5.4% |
| All | +294.5% | +184.7% | +109.8% | +169.0% |
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