-1.7%
XLC vs KMB
-16.3%
+14.6%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.5% | -0.2% |
| 7D | +0.6% | -2.7% | +3.3% | +0.9% |
| 30D | +0.2% | -5.0% | +5.3% | +0.8% |
| 3M | +0.6% | +6.6% | -5.9% | +0.4% |
| 6M | -4.5% | +1.0% | -5.5% | -4.7% |
| YTD | -4.7% | +6.0% | -10.7% | -5.0% |
| 1Y | -1.7% | -16.6% | +15.0% | +0.4% |
| All | -1.7% | -16.3% | +14.6% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling