+1,117.4%
XLI vs KMB
+419.9%
+697.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +1.0% |
| 7D | -1.1% | -3.0% | +2.0% | +0.1% |
| 30D | -5.9% | -5.5% | -0.5% | -4.0% |
| 3M | -0.3% | +14.0% | -14.2% | -5.9% |
| 6M | +0.1% | +4.1% | -4.0% | -2.2% |
| YTD | +13.6% | +8.0% | +5.5% | +9.1% |
| 1Y | +17.2% | -13.7% | +30.9% | +22.1% |
| 3Y | +68.2% | -5.9% | +74.2% | +66.3% |
| 5Y | +80.7% | -8.6% | +89.3% | +78.9% |
| 10Y | +253.3% | +17.3% | +236.0% | +204.4% |
| All | +1,117.4% | +419.9% | +697.6% | +493.5% |
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