-8.5%
KMB vs Q
+71.3%
-79.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.5% |
| 7D | -3.0% | +0.2% | -3.3% | -3.0% |
| 30D | -5.5% | -11.1% | +5.7% | -5.9% |
| 3M | +14.0% | -22.1% | +36.1% | +12.7% |
| 6M | +4.1% | +0.5% | +3.6% | +2.1% |
| YTD | +8.0% | +47.8% | -39.8% | +11.4% |
| All | -8.5% | +71.3% | -79.8% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling