+35.5%
KMB vs XRT
+135.4%
-99.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.2% |
| 7D | -3.0% | -0.4% | -2.5% | -2.9% |
| 30D | +9.1% | +7.5% | +1.5% | +7.7% |
| 3M | -0.4% | +2.3% | -2.8% | -0.8% |
| 6M | +13.0% | +12.8% | +0.1% | +10.8% |
| YTD | +10.3% | +7.1% | +3.3% | +9.0% |
| 1Y | +8.2% | +12.3% | -4.0% | +6.1% |
| 3Y | +0.4% | +57.0% | -56.6% | -7.4% |
| 5Y | -2.7% | -4.3% | +1.6% | -4.0% |
| All | +35.5% | +135.4% | -99.9% | +0.4% |
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