+226.1%
XLI vs KMB
+39.0%
+187.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -1.0% |
| 7D | +3.8% | +0.9% | +2.8% | +3.5% |
| 30D | +1.0% | +10.1% | -9.0% | -2.0% |
| 3M | -8.9% | 0.0% | -9.0% | -9.2% |
| 6M | -2.3% | +15.7% | -18.0% | -7.2% |
| YTD | +9.7% | +12.6% | -3.0% | +4.8% |
| 1Y | +12.3% | +10.1% | +2.2% | +8.0% |
| 3Y | +71.5% | +2.1% | +69.3% | +64.8% |
| 5Y | +70.2% | -0.7% | +70.8% | +63.6% |
| All | +226.1% | +39.0% | +187.1% | +185.3% |
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