+170.7%
XLE vs KMB
+15.9%
+154.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.4% |
| 7D | 0.0% | -2.7% | +2.7% | +0.5% |
| 30D | +12.6% | -5.0% | +17.7% | +13.6% |
| 3M | +11.8% | +6.6% | +5.3% | +10.1% |
| 6M | +16.1% | +1.0% | +15.1% | +15.3% |
| YTD | +46.9% | +6.0% | +40.9% | +44.2% |
| 1Y | +53.3% | -16.6% | +69.9% | +58.0% |
| 3Y | +54.9% | -8.6% | +63.6% | +54.6% |
| 5Y | +225.7% | -10.9% | +236.6% | +223.6% |
| 10Y | +170.7% | +16.8% | +153.8% | +157.7% |
| All | +170.7% | +15.9% | +154.8% | +157.7% |
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