+218.0%
XLE vs KMB
-8.4%
+226.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.9% |
| 7D | +2.2% | -3.0% | +5.2% | +2.2% |
| 30D | +11.8% | -5.5% | +17.3% | +11.7% |
| 3M | +9.8% | +14.0% | -4.2% | +9.7% |
| 6M | +15.6% | +4.1% | +11.5% | +15.8% |
| YTD | +45.3% | +8.0% | +37.2% | +45.3% |
| 1Y | +48.3% | -13.7% | +62.0% | +49.4% |
| 3Y | +55.4% | -5.9% | +61.4% | +56.3% |
| All | +218.0% | -8.4% | +226.3% | +222.3% |
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