+988.5%
XLE vs KMB
+447.1%
+541.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.5% |
| 7D | -10.3% | +0.4% | -10.7% | -10.6% |
| 30D | -3.3% | +14.1% | -17.5% | -7.7% |
| 3M | +8.2% | -0.5% | +8.7% | +7.7% |
| 6M | +5.0% | +16.6% | -11.6% | -1.4% |
| YTD | +40.6% | +13.7% | +26.9% | +32.4% |
| 1Y | +45.0% | +16.1% | +29.0% | +35.6% |
| 3Y | +56.3% | +4.7% | +51.6% | +47.9% |
| 5Y | +152.2% | +1.5% | +150.7% | +136.7% |
| 10Y | +173.0% | +40.5% | +132.5% | +118.1% |
| All | +988.5% | +447.1% | +541.4% | +469.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling