+820.5%
XLB vs KMB
+419.9%
+400.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.3% |
| 7D | -1.4% | -3.0% | +1.6% | -0.1% |
| 30D | -0.4% | -5.5% | +5.1% | +2.0% |
| 3M | +2.0% | +14.0% | -12.0% | -4.0% |
| 6M | +1.8% | +4.1% | -2.3% | -0.6% |
| YTD | +16.6% | +8.0% | +8.5% | +11.8% |
| 1Y | +16.9% | -13.7% | +30.7% | +22.6% |
| 3Y | +32.6% | -5.9% | +38.5% | +31.6% |
| 5Y | +35.6% | -8.6% | +44.3% | +34.7% |
| 10Y | +160.0% | +17.3% | +142.7% | +121.4% |
| All | +820.5% | +419.9% | +400.6% | +301.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling