+49.2%
XEL vs KMB
-8.5%
+57.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.5% | +2.1% |
| 7D | +1.3% | -2.7% | +4.0% | +2.1% |
| 30D | -1.5% | -5.0% | +3.5% | -0.1% |
| 3M | -0.2% | +6.6% | -6.8% | -2.2% |
| 6M | -5.4% | +1.0% | -6.4% | -6.1% |
| YTD | +5.6% | +6.0% | -0.3% | +3.4% |
| 1Y | +10.5% | -16.6% | +27.1% | +16.2% |
| 3Y | +49.2% | -8.6% | +57.8% | +51.5% |
| All | +49.2% | -8.5% | +57.7% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 3y: compounded portfolio wealth divided by compounded KMB 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…
3y analysis · Full analysis span regression · 6 months rolling