+28.3%
XLP vs KMB
-5.5%
+33.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.2% |
| 7D | -1.0% | -3.0% | +2.0% | +0.1% |
| 30D | -0.9% | -5.5% | +4.6% | +1.1% |
| 3M | +3.8% | +14.0% | -10.2% | -0.9% |
| 6M | -1.7% | +4.1% | -5.8% | -3.4% |
| YTD | +10.3% | +8.0% | +2.2% | +6.9% |
| 1Y | +7.8% | -13.7% | +21.5% | +12.8% |
| All | +28.3% | -5.5% | +33.8% | +27.2% |
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 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