-10.9%
KMB vs XPO
+271.9%
-282.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.4% | -1.9% |
| 7D | -2.7% | +2.7% | -5.4% | -2.9% |
| 30D | -5.0% | -6.2% | +1.2% | -4.7% |
| 3M | +6.6% | -15.4% | +22.0% | +7.4% |
| 6M | +1.0% | +0.7% | +0.2% | +0.8% |
| YTD | +6.0% | +39.8% | -33.9% | +4.0% |
| 1Y | -16.6% | +43.3% | -59.9% | -18.3% |
| 3Y | -8.6% | +166.0% | -174.7% | -14.7% |
| 5Y | -10.9% | +274.2% | -285.0% | -21.6% |
| All | -10.9% | +271.9% | -282.8% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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