+34.1%
XLP vs KMB
-8.4%
+42.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.1% |
| 7D | -1.0% | -3.0% | +2.0% | +0.2% |
| 30D | -0.9% | -5.5% | +4.6% | +1.4% |
| 3M | +3.8% | +14.0% | -10.2% | -1.9% |
| 6M | -1.7% | +4.1% | -5.8% | -3.7% |
| YTD | +10.3% | +8.0% | +2.2% | +6.2% |
| 1Y | +7.8% | -13.7% | +21.5% | +13.7% |
| 3Y | +27.2% | -5.9% | +33.1% | +26.9% |
| All | +34.1% | -8.4% | +42.4% | +34.5% |
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