+816.1%
XLB vs KMB
+437.1%
+379.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.1% |
| 7D | -1.5% | +0.5% | -2.0% | -1.7% |
| 30D | +6.1% | +12.4% | -6.3% | +0.7% |
| 3M | 0.0% | +1.0% | -0.9% | -0.7% |
| 6M | 0.0% | +12.1% | -12.2% | -5.6% |
| YTD | +16.0% | +11.6% | +4.4% | +9.5% |
| 1Y | +24.7% | +13.1% | +11.6% | +16.9% |
| 3Y | +40.4% | +1.6% | +38.8% | +34.5% |
| 5Y | +30.7% | -0.3% | +31.0% | +24.6% |
| 10Y | +173.3% | +37.9% | +135.3% | +115.1% |
| All | +816.1% | +437.1% | +379.1% | +292.7% |
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