+776.9%
XLK vs KMB
+15.0%
+761.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -0.4% | -7.7% | +7.3% | +1.4% |
| 30D | -0.5% | -8.2% | +7.7% | +1.4% |
| 3M | +5.0% | -1.9% | +6.9% | +4.9% |
| 6M | +32.9% | -0.7% | +33.5% | +32.0% |
| YTD | +29.0% | +1.4% | +27.6% | +27.1% |
| 1Y | +37.8% | -19.1% | +57.0% | +43.9% |
| 3Y | +118.7% | -12.6% | +131.3% | +117.9% |
| 5Y | +145.6% | -12.7% | +158.2% | +141.9% |
| All | +776.9% | +15.0% | +761.8% | +695.7% |
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