+46.7%
XLU vs KMB
-13.0%
+59.7%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -1.2% | -7.7% | +6.5% | +0.7% |
| 30D | -2.5% | -8.2% | +5.7% | -0.6% |
| 3M | -2.7% | -1.9% | -0.9% | -2.6% |
| 6M | -7.5% | -0.7% | -6.8% | -7.7% |
| YTD | +0.9% | +1.4% | -0.4% | 0.0% |
| 1Y | +3.3% | -19.1% | +22.4% | +8.6% |
| All | +46.7% | -13.0% | +59.7% | +47.9% |
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