+191.6%
XOM vs KMB
+15.0%
+176.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +1.9% | -7.7% | +9.5% | +3.2% |
| 30D | +4.1% | -8.2% | +12.3% | +5.5% |
| 3M | +10.4% | -1.9% | +12.3% | +10.4% |
| 6M | +13.0% | -0.7% | +13.7% | +12.5% |
| YTD | +40.1% | +1.4% | +38.7% | +38.7% |
| 1Y | +51.1% | -19.1% | +70.3% | +56.3% |
| 3Y | +57.7% | -12.6% | +70.3% | +58.9% |
| 5Y | +264.7% | -12.7% | +277.4% | +263.5% |
| All | +191.6% | +15.0% | +176.5% | +172.2% |
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