+42.8%
XLP vs KMB
+2.6%
+40.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.3% | -0.5% |
| 7D | +0.1% | +3.4% | -3.3% | -1.4% |
| 30D | +8.9% | +14.7% | -5.8% | +2.7% |
| 3M | +7.5% | +3.3% | +4.2% | +5.8% |
| 6M | +9.4% | +16.8% | -7.4% | +2.1% |
| YTD | +19.3% | +15.2% | +4.0% | +11.6% |
| 1Y | +21.7% | +13.3% | +8.4% | +14.7% |
| 3Y | +44.0% | +5.4% | +38.5% | +35.9% |
| 5Y | +42.8% | +2.7% | +40.1% | +35.1% |
| All | +42.8% | +2.6% | +40.2% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling