+48.3%
XLE vs KMB
-14.3%
+62.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -1.2% |
| 7D | +2.2% | -4.2% | +6.4% | +1.7% |
| 30D | +11.8% | -6.6% | +18.4% | +11.0% |
| 3M | +9.8% | +12.6% | -2.8% | +10.9% |
| 6M | +15.6% | +2.9% | +12.7% | +17.1% |
| YTD | +45.3% | +6.8% | +38.5% | +47.0% |
| 1Y | +48.3% | -14.8% | +63.1% | +46.1% |
| All | +48.3% | -14.3% | +62.6% | +46.1% |
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