+133.1%
XLC vs KMB
+50.1%
+83.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.2% | -0.8% | +1.7% |
| 7D | +7.1% | +3.4% | +3.7% | +6.2% |
| 30D | -2.7% | +14.7% | -17.4% | -6.1% |
| 3M | -3.2% | +3.3% | -6.5% | -4.1% |
| 6M | -7.7% | +16.8% | -24.5% | -11.5% |
| YTD | -8.0% | +15.2% | -23.2% | -11.7% |
| 1Y | -3.1% | +13.3% | -16.3% | -6.7% |
| 3Y | +64.9% | +5.4% | +59.5% | +57.8% |
| 5Y | +39.5% | +2.7% | +36.8% | +33.4% |
| All | +133.1% | +50.1% | +83.0% | +111.2% |
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