+37.7%
XLC vs KMB
-8.4%
+46.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.9% |
| 7D | -0.8% | -3.0% | +2.2% | -0.4% |
| 30D | +1.0% | -5.5% | +6.5% | +1.9% |
| 3M | -0.7% | +14.0% | -14.7% | -2.7% |
| 6M | -5.1% | +4.1% | -9.2% | -5.8% |
| YTD | -4.3% | +8.0% | -12.3% | -5.6% |
| 1Y | -0.6% | -13.7% | +13.2% | +1.5% |
| 3Y | +72.7% | -5.9% | +78.6% | +70.7% |
| All | +37.7% | -8.4% | +46.0% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling