+120.7%
XLK vs KMB
-12.8%
+133.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | -0.5% |
| 7D | +2.3% | -8.6% | +10.9% | +1.2% |
| 30D | +0.8% | -7.5% | +8.4% | -0.1% |
| 3M | +4.1% | -0.6% | +4.7% | +3.9% |
| 6M | +34.8% | -1.5% | +36.3% | +34.7% |
| YTD | +30.8% | +1.6% | +29.2% | +31.3% |
| 1Y | +42.4% | -20.8% | +63.1% | +40.7% |
| All | +120.7% | -12.8% | +133.4% | +117.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling