+29.0%
XEL vs KMB
-14.2%
+43.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | +0.6% |
| 7D | +0.9% | -8.6% | +9.5% | +4.2% |
| 30D | -0.9% | -7.5% | +6.6% | +1.9% |
| 3M | -1.4% | -0.6% | -0.8% | -1.6% |
| 6M | -5.8% | -1.5% | -4.3% | -5.8% |
| YTD | +4.7% | +1.6% | +3.1% | +3.2% |
| 1Y | +9.1% | -20.8% | +29.8% | +18.4% |
| 3Y | +47.8% | -12.4% | +60.2% | +50.5% |
| 5Y | +29.0% | -12.9% | +41.9% | +29.8% |
| All | +29.0% | -14.2% | +43.2% | +29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling