+718.7%
XLK vs KMB
+39.0%
+679.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.4% |
| 7D | +3.4% | +0.9% | +2.4% | +3.1% |
| 30D | -10.6% | +10.1% | -20.7% | -12.6% |
| 3M | -10.6% | 0.0% | -10.7% | -10.9% |
| 6M | -3.5% | +15.7% | -19.2% | -7.6% |
| YTD | +18.7% | +12.6% | +6.1% | +14.0% |
| 1Y | +19.4% | +10.1% | +9.3% | +15.3% |
| 3Y | +94.2% | +2.1% | +92.1% | +85.1% |
| 5Y | +111.0% | -0.7% | +111.6% | +100.9% |
| All | +718.7% | +39.0% | +679.7% | +601.7% |
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