+561.3%
XLP vs KMB
+447.1%
+114.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.4% |
| 7D | +3.5% | +0.4% | +3.1% | +3.3% |
| 30D | +11.6% | +14.1% | -2.6% | +5.4% |
| 3M | +7.6% | -0.5% | +8.2% | +7.7% |
| 6M | +10.0% | +16.6% | -6.6% | +2.6% |
| YTD | +19.7% | +13.7% | +6.0% | +12.5% |
| 1Y | +23.5% | +16.1% | +7.4% | +15.0% |
| 3Y | +44.0% | +4.7% | +39.3% | +37.9% |
| 5Y | +42.7% | +1.5% | +41.2% | +37.7% |
| 10Y | +131.3% | +40.5% | +90.8% | +92.2% |
| All | +561.3% | +447.1% | +114.2% | +233.8% |
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