+49.9%
XLE vs KMB
+11.9%
+37.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.1% | -8.9% | -4.0% |
| 7D | -7.2% | +0.4% | -7.6% | -7.0% |
| 30D | +0.1% | +14.0% | -13.9% | +2.5% |
| 3M | +9.2% | -1.3% | +10.5% | +9.3% |
| 6M | +8.4% | +16.7% | -8.3% | +11.1% |
| YTD | +44.9% | +12.0% | +32.9% | +49.0% |
| 1Y | +49.9% | +13.6% | +36.2% | +54.4% |
| All | +49.9% | +11.9% | +37.9% | +54.4% |
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