+39.2%
XLK vs KMB
-19.6%
+58.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.7% | +1.3% |
| 7D | +0.2% | -6.5% | +6.7% | -1.0% |
| 30D | -0.6% | -8.8% | +8.2% | -2.2% |
| 3M | +2.6% | -2.2% | +4.7% | +2.2% |
| 6M | +34.0% | +0.7% | +33.3% | +34.2% |
| YTD | +30.7% | +1.0% | +29.6% | +31.3% |
| 1Y | +39.2% | -20.3% | +59.5% | +35.2% |
| All | +39.2% | -19.6% | +58.7% | +35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling