+161.9%
XLE vs KMB
-1.6%
+163.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +1.8% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -4.0% | +10.2% | -14.2% | -3.8% |
| 3M | +4.6% | +1.5% | +3.2% | +4.7% |
| 6M | +12.3% | +16.6% | -4.3% | +12.3% |
| YTD | +44.5% | +12.1% | +32.5% | +44.8% |
| 1Y | +42.4% | +11.1% | +31.3% | +42.7% |
| 3Y | +67.0% | +1.9% | +65.1% | +68.4% |
| 5Y | +161.9% | -1.3% | +163.2% | +159.3% |
| All | +161.9% | -1.6% | +163.5% | +159.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling