+167.2%
XLE vs KMB
+36.7%
+130.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.3% |
| 7D | -12.0% | +0.5% | -12.5% | -12.1% |
| 30D | -2.7% | +12.4% | -15.1% | -4.8% |
| 3M | +6.6% | +1.0% | +5.6% | +6.2% |
| 6M | +9.5% | +12.1% | -2.6% | +6.6% |
| YTD | +40.6% | +11.6% | +28.9% | +36.6% |
| 1Y | +43.6% | +13.1% | +30.5% | +39.2% |
| 3Y | +58.1% | +1.6% | +56.5% | +54.1% |
| 5Y | +152.2% | -0.3% | +152.5% | +143.2% |
| All | +167.2% | +36.7% | +130.5% | +143.5% |
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