+135.9%
XLU vs KMB
+14.6%
+121.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.6% | -6.5% | +4.9% | +1.2% |
| 30D | -3.3% | -8.8% | +5.5% | +0.4% |
| 3M | -3.2% | -2.2% | -1.0% | -2.7% |
| 6M | -7.0% | +0.7% | -7.6% | -8.0% |
| YTD | +0.6% | +1.0% | -0.4% | -1.0% |
| 1Y | +2.4% | -20.3% | +22.7% | +11.4% |
| 3Y | +46.3% | -13.3% | +59.5% | +50.2% |
| 5Y | +44.0% | -12.9% | +56.9% | +46.0% |
| All | +135.9% | +14.6% | +121.2% | +110.8% |
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 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