+425.8%
XLF vs KMB
+448.6%
-22.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +1.0% |
| 7D | +1.9% | +6.0% | -4.1% | -0.9% |
| 30D | +6.5% | +13.5% | -7.0% | +0.2% |
| 3M | +1.2% | +3.8% | -2.6% | -0.9% |
| 6M | +14.6% | +15.6% | -1.0% | +6.0% |
| YTD | +7.7% | +14.0% | -6.3% | -0.4% |
| 1Y | +11.8% | +12.9% | -1.2% | +3.8% |
| 3Y | +80.1% | +3.7% | +76.4% | +68.8% |
| 5Y | +59.0% | -0.1% | +59.0% | +49.5% |
| 10Y | +224.2% | +41.1% | +183.0% | +140.9% |
| All | +425.8% | +448.6% | -22.8% | +102.2% |
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