+136.0%
XLC vs KMB
+46.7%
+89.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.5% |
| 7D | +3.7% | +0.9% | +2.8% | +3.5% |
| 30D | -1.9% | +10.1% | -12.0% | -4.4% |
| 3M | -3.1% | 0.0% | -3.2% | -3.3% |
| 6M | -6.4% | +15.7% | -22.1% | -10.0% |
| YTD | -6.8% | +12.6% | -19.5% | -10.2% |
| 1Y | -1.7% | +10.1% | -11.8% | -4.7% |
| 3Y | +64.7% | +2.1% | +62.5% | +58.9% |
| 5Y | +41.1% | -0.7% | +41.8% | +36.1% |
| All | +136.0% | +46.7% | +89.3% | +115.0% |
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 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