-8.0%
KMB vs XRT
-1.0%
-7.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.8% |
| 7D | -3.0% | +0.8% | -3.8% | -3.2% |
| 30D | -5.5% | -4.2% | -1.3% | -4.9% |
| 3M | +14.0% | +5.1% | +8.9% | +13.2% |
| 6M | +4.1% | +2.4% | +1.7% | +3.7% |
| YTD | +8.0% | +3.2% | +4.9% | +7.5% |
| 1Y | -13.7% | +1.5% | -15.3% | -14.1% |
| 3Y | -5.9% | +40.6% | -46.5% | -10.4% |
| All | -8.0% | -1.0% | -7.0% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling