+40.4%
XLB vs KMB
+2.8%
+37.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.3% |
| 7D | -1.5% | +0.5% | -2.0% | -1.6% |
| 30D | +6.1% | +12.4% | -6.3% | +3.4% |
| 3M | 0.0% | +1.0% | -0.9% | -0.3% |
| 6M | 0.0% | +12.1% | -12.2% | -2.4% |
| YTD | +16.0% | +11.6% | +4.4% | +13.3% |
| 1Y | +24.7% | +13.1% | +11.6% | +21.6% |
| 3Y | +40.4% | +1.6% | +38.8% | +35.0% |
| All | +40.4% | +2.8% | +37.6% | +35.0% |
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