+1,076.3%
XLI vs KMB
+454.4%
+621.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.2% | +0.6% | +2.6% |
| 7D | -0.5% | +3.4% | -3.9% | -1.9% |
| 30D | -0.2% | +14.7% | -14.9% | -5.7% |
| 3M | -8.6% | +3.3% | -11.8% | -10.1% |
| 6M | -2.0% | +16.8% | -18.8% | -8.8% |
| YTD | +9.7% | +15.2% | -5.5% | +2.4% |
| 1Y | +11.4% | +13.3% | -1.9% | +4.6% |
| 3Y | +74.2% | +5.4% | +68.8% | +64.1% |
| 5Y | +70.0% | +2.7% | +67.3% | +60.0% |
| 10Y | +235.2% | +38.7% | +196.6% | +168.4% |
| All | +1,076.3% | +454.4% | +621.9% | +457.2% |
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