+231.7%
XLI vs KMB
+38.7%
+193.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.8% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | +1.1% | +10.2% | -9.1% | -2.0% |
| 3M | -7.7% | +1.5% | -9.2% | -8.4% |
| 6M | -1.8% | +16.6% | -18.5% | -7.0% |
| YTD | +11.1% | +12.1% | -1.0% | +6.3% |
| 1Y | +12.1% | +11.1% | +1.0% | +7.5% |
| 3Y | +73.8% | +1.9% | +71.9% | +67.2% |
| 5Y | +73.8% | -1.3% | +75.0% | +67.4% |
| 10Y | +231.7% | +37.8% | +193.9% | +190.6% |
| All | +231.7% | +38.7% | +193.0% | +190.6% |
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 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