-1.8%
XLI vs KMB
+13.6%
-15.5%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.3% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | +1.1% | +10.2% | -9.1% | +0.9% |
| 3M | -7.7% | +1.5% | -9.2% | -7.8% |
| 6M | -1.8% | +16.6% | -18.5% | -0.8% |
| All | -1.8% | +13.6% | -15.5% | -0.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling