+282.1%
KMB vs XRT
+529.0%
-246.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.4% |
| 7D | +0.5% | +0.9% | -0.4% | +0.2% |
| 30D | +12.4% | +7.9% | +4.4% | +10.3% |
| 3M | +1.0% | -0.2% | +1.2% | +1.1% |
| 6M | +12.1% | +5.6% | +6.6% | +10.7% |
| YTD | +11.6% | +5.7% | +5.9% | +10.0% |
| 1Y | +13.1% | +14.6% | -1.5% | +9.3% |
| 3Y | +1.6% | +50.7% | -49.1% | -9.6% |
| 5Y | -0.3% | -4.8% | +4.5% | -2.3% |
| 10Y | +37.9% | +152.6% | -114.7% | -5.5% |
| All | +282.1% | +529.0% | -246.9% | +77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling