+167.7%
XLB vs KMB
+41.7%
+126.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +0.9% |
| 7D | -1.4% | +3.4% | -4.8% | -2.4% |
| 30D | +7.1% | +14.7% | -7.6% | +2.5% |
| 3M | +0.6% | +3.3% | -2.7% | -0.6% |
| 6M | +3.5% | +16.8% | -13.3% | -1.9% |
| YTD | +18.2% | +15.2% | +3.0% | +12.3% |
| 1Y | +25.6% | +13.3% | +12.3% | +19.9% |
| 3Y | +46.7% | +5.4% | +41.2% | +40.4% |
| 5Y | +30.9% | +2.7% | +28.2% | +25.2% |
| 10Y | +167.7% | +38.7% | +129.1% | +137.2% |
| All | +167.7% | +41.7% | +126.0% | +137.2% |
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