+16.8%
KMB vs XRT
+123.1%
-106.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.2% | -1.6% |
| 7D | -2.7% | -0.3% | -2.5% | -2.7% |
| 30D | -5.0% | -5.6% | +0.6% | -4.1% |
| 3M | +6.6% | +2.5% | +4.0% | +6.2% |
| 6M | +1.0% | +3.7% | -2.7% | +0.4% |
| YTD | +6.0% | +1.0% | +5.0% | +5.7% |
| 1Y | -16.6% | -1.2% | -15.4% | -16.6% |
| 3Y | -8.6% | +43.4% | -52.0% | -14.5% |
| 5Y | -10.9% | -0.7% | -10.1% | -12.8% |
| 10Y | +16.8% | +123.7% | -106.9% | -11.5% |
| All | +16.8% | +123.1% | -106.3% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 10y: compounded portfolio wealth divided by compounded XRT 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…
10y analysis · Full analysis span regression · 6 months rolling