+67.0%
XOP vs KMB
+282.9%
-216.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.5% |
| 7D | -14.7% | +0.5% | -15.2% | -15.0% |
| 30D | -7.7% | +12.4% | -20.1% | -12.2% |
| 3M | +4.4% | +1.0% | +3.5% | +3.3% |
| 6M | +3.5% | +12.1% | -8.6% | -2.9% |
| YTD | +39.4% | +11.6% | +27.8% | +30.0% |
| 1Y | +39.8% | +13.1% | +26.7% | +29.5% |
| 3Y | +29.7% | +1.6% | +28.1% | +20.8% |
| 5Y | +78.6% | -0.3% | +78.9% | +62.3% |
| 10Y | +51.8% | +37.9% | +13.9% | +0.8% |
| All | +67.0% | +282.9% | -216.0% | -58.5% |
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