-5.5%
KMB vs Q
+66.4%
-71.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.3% | -8.2% | -1.3% |
| 7D | +0.5% | +0.3% | +0.2% | +0.6% |
| 30D | +12.4% | -9.8% | +22.2% | +12.0% |
| 3M | +1.0% | -12.2% | +13.2% | +0.6% |
| 6M | +12.1% | -21.6% | +33.8% | +10.8% |
| YTD | +11.6% | +43.6% | -31.9% | +15.1% |
| 1Y | +13.1% | +25.7% | -12.6% | +9.8% |
| All | -5.5% | +66.4% | -71.9% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 5y: compounded portfolio wealth divided by compounded Q 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…
5y analysis · Full analysis span regression · 6 months rolling