+159.6%
XLB vs KMB
+15.9%
+143.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +1.0% | -0.3% |
| 7D | -0.2% | -2.7% | +2.5% | +0.6% |
| 30D | -1.7% | -5.0% | +3.3% | -0.2% |
| 3M | +4.4% | +6.6% | -2.2% | +2.1% |
| 6M | +5.0% | +1.0% | +4.1% | +4.3% |
| YTD | +15.5% | +6.0% | +9.5% | +12.8% |
| 1Y | +14.9% | -16.6% | +31.5% | +20.7% |
| 3Y | +34.5% | -8.6% | +43.2% | +35.2% |
| 5Y | +36.5% | -10.9% | +47.4% | +37.1% |
| 10Y | +159.6% | +16.8% | +142.8% | +145.1% |
| All | +159.6% | +15.9% | +143.7% | +145.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling