+31.0%
XLV vs KMB
-13.0%
+44.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.5% |
| 7D | -4.4% | -7.7% | +3.3% | -2.6% |
| 30D | -1.4% | -8.2% | +6.8% | +0.6% |
| 3M | +8.9% | -1.9% | +10.7% | +9.4% |
| 6M | +9.1% | -0.7% | +9.8% | +9.1% |
| YTD | +7.9% | +1.4% | +6.6% | +7.4% |
| 1Y | +22.7% | -19.1% | +41.9% | +28.6% |
| All | +31.0% | -13.0% | +44.0% | +31.0% |
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