+41.6%
XLE vs KMB
+12.2%
+29.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.2% |
| 7D | -6.7% | +6.0% | -12.7% | -5.5% |
| 30D | -4.4% | +13.5% | -17.9% | -2.0% |
| 3M | +4.0% | +3.8% | +0.2% | +5.0% |
| 6M | +13.2% | +15.6% | -2.4% | +16.6% |
| YTD | +41.9% | +14.0% | +27.9% | +46.7% |
| 1Y | +41.6% | +12.9% | +28.7% | +47.1% |
| All | +41.6% | +12.2% | +29.5% | +47.1% |
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