+1,477.5%
XLK vs KMB
+409.8%
+1,067.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.9% |
| 7D | +2.3% | -2.7% | +5.0% | +3.1% |
| 30D | -0.1% | -5.0% | +5.0% | +1.4% |
| 3M | +2.1% | +6.6% | -4.4% | -0.4% |
| 6M | +37.2% | +1.0% | +36.2% | +35.5% |
| YTD | +30.8% | +6.0% | +24.9% | +27.0% |
| 1Y | +42.6% | -16.6% | +59.3% | +48.2% |
| 3Y | +121.8% | -8.6% | +130.4% | +119.7% |
| 5Y | +145.7% | -10.9% | +156.5% | +143.2% |
| 10Y | +782.1% | +16.8% | +765.3% | +681.8% |
| All | +1,477.5% | +409.8% | +1,067.7% | +840.1% |
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