+215.2%
XLY vs KMB
+14.6%
+200.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -1.7% | -6.5% | +4.8% | -0.2% |
| 30D | -4.2% | -8.8% | +4.6% | -2.1% |
| 3M | -2.7% | -2.2% | -0.5% | -2.3% |
| 6M | -0.6% | +0.7% | -1.3% | -1.1% |
| YTD | -5.0% | +1.0% | -6.1% | -5.7% |
| 1Y | -4.1% | -20.3% | +16.2% | +0.5% |
| 3Y | +33.6% | -13.3% | +46.9% | +35.0% |
| 5Y | +28.7% | -12.9% | +41.7% | +28.8% |
| All | +215.2% | +14.6% | +200.6% | +197.1% |
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