+246.5%
XLF vs KMB
+15.0%
+231.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -2.9% | -7.7% | +4.8% | -0.7% |
| 30D | -1.6% | -8.2% | +6.6% | +0.8% |
| 3M | +9.3% | -1.9% | +11.2% | +9.6% |
| 6M | +14.6% | -0.7% | +15.3% | +14.2% |
| YTD | +4.7% | +1.4% | +3.4% | +3.5% |
| 1Y | +8.6% | -19.1% | +27.8% | +14.5% |
| 3Y | +73.9% | -12.6% | +86.4% | +76.3% |
| 5Y | +65.0% | -12.7% | +77.7% | +65.7% |
| All | +246.5% | +15.0% | +231.5% | +232.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling