-4.1%
XLY vs KMB
-19.6%
+15.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | -1.7% | -6.5% | +4.8% | -1.2% |
| 30D | -4.2% | -8.8% | +4.6% | -3.5% |
| 3M | -2.7% | -2.2% | -0.5% | -2.2% |
| 6M | -0.6% | +0.7% | -1.3% | -0.6% |
| YTD | -5.0% | +1.0% | -6.1% | -4.7% |
| 1Y | -4.1% | -20.3% | +16.2% | -6.3% |
| All | -4.1% | -19.6% | +15.5% | -6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling