+257.2%
XLI vs KMB
+12.7%
+244.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -0.3% |
| 7D | -0.6% | -8.6% | +8.0% | +2.0% |
| 30D | -6.9% | -7.5% | +0.6% | -4.9% |
| 3M | -1.9% | -0.6% | -1.3% | -2.2% |
| 6M | +1.0% | -1.5% | +2.6% | +0.9% |
| YTD | +11.3% | +1.6% | +9.7% | +9.9% |
| 1Y | +15.8% | -20.8% | +36.6% | +23.0% |
| 3Y | +69.8% | -12.4% | +82.2% | +71.7% |
| 5Y | +80.9% | -12.9% | +93.8% | +81.6% |
| 10Y | +257.2% | +14.7% | +242.5% | +232.0% |
| All | +257.2% | +12.7% | +244.5% | +232.0% |
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