+47.7%
XLE vs KMB
+9.5%
+38.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +1.4% |
| 7D | +5.4% | +0.9% | +4.5% | +5.6% |
| 30D | -3.9% | +10.1% | -14.0% | -2.1% |
| 3M | +7.0% | 0.0% | +7.0% | +7.4% |
| 6M | +14.2% | +15.7% | -1.5% | +17.4% |
| YTD | +48.2% | +12.6% | +35.5% | +52.6% |
| 1Y | +47.7% | +10.1% | +37.6% | +53.4% |
| All | +47.7% | +9.5% | +38.2% | +53.4% |
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