+136.8%
XLP vs KMB
+38.7%
+98.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.3% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | +8.3% | +10.2% | -1.9% | +3.3% |
| 3M | +8.7% | +1.5% | +7.2% | +7.7% |
| 6M | +11.2% | +16.6% | -5.5% | +2.8% |
| YTD | +20.0% | +12.1% | +7.9% | +12.7% |
| 1Y | +21.3% | +11.1% | +10.3% | +14.4% |
| 3Y | +43.8% | +1.9% | +41.9% | +38.0% |
| 5Y | +43.3% | -1.3% | +44.6% | +38.7% |
| 10Y | +136.8% | +37.8% | +99.0% | +90.9% |
| All | +136.8% | +38.7% | +98.0% | +90.9% |
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