+422.3%
XLF vs KMB
+419.9%
+2.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | 0.0% |
| 7D | 0.0% | -3.0% | +3.0% | +1.4% |
| 30D | +0.2% | -5.5% | +5.6% | +2.7% |
| 3M | +11.7% | +14.0% | -2.3% | +4.4% |
| 6M | +13.8% | +4.1% | +9.7% | +10.7% |
| YTD | +7.0% | +8.0% | -1.0% | +1.8% |
| 1Y | +9.1% | -13.7% | +22.9% | +14.6% |
| 3Y | +75.6% | -5.9% | +81.6% | +73.0% |
| 5Y | +66.4% | -8.6% | +75.0% | +63.8% |
| 10Y | +250.3% | +17.3% | +233.0% | +187.8% |
| All | +422.3% | +419.9% | +2.4% | +106.6% |
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