+896.5%
XLV vs KMB
+388.9%
+507.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +1.0% |
| 7D | -3.7% | -8.6% | +4.9% | -0.8% |
| 30D | -1.1% | -7.5% | +6.4% | +1.5% |
| 3M | +8.2% | -0.6% | +8.9% | +8.3% |
| 6M | +8.9% | -1.5% | +10.5% | +9.0% |
| YTD | +8.5% | +1.6% | +6.9% | +7.3% |
| 1Y | +22.3% | -20.8% | +43.1% | +30.7% |
| 3Y | +32.6% | -12.4% | +45.0% | +35.7% |
| 5Y | +34.4% | -12.9% | +47.3% | +36.6% |
| 10Y | +175.4% | +14.7% | +160.7% | +149.8% |
| All | +896.5% | +388.9% | +507.6% | +502.8% |
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