+1,024.7%
XLE vs KMB
+419.9%
+604.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.3% |
| 7D | +2.2% | -3.0% | +5.2% | +3.2% |
| 30D | +11.8% | -5.5% | +17.3% | +13.7% |
| 3M | +9.8% | +14.0% | -4.2% | +4.4% |
| 6M | +15.6% | +4.1% | +11.5% | +12.8% |
| YTD | +45.3% | +8.0% | +37.2% | +39.8% |
| 1Y | +48.3% | -13.7% | +62.0% | +53.2% |
| 3Y | +55.4% | -5.9% | +61.4% | +53.2% |
| 5Y | +216.1% | -8.6% | +224.7% | +209.2% |
| 10Y | +178.4% | +17.3% | +161.1% | +139.4% |
| All | +1,024.7% | +419.9% | +604.9% | +500.6% |
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