+13.8%
KMB vs QID
-99.1%
+113.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | 0.0% |
| 7D | -7.7% | +2.7% | -10.4% | -7.4% |
| 30D | -8.2% | +3.3% | -11.5% | -7.9% |
| 3M | -1.9% | -5.5% | +3.6% | -2.3% |
| 6M | -0.7% | -28.4% | +27.7% | -3.8% |
| YTD | +1.4% | -26.6% | +27.9% | -1.5% |
| 1Y | -19.1% | -34.1% | +15.0% | -22.3% |
| 3Y | -12.6% | -73.7% | +61.1% | -23.8% |
| 5Y | -12.7% | -80.7% | +68.0% | -24.1% |
| All | +13.8% | -99.1% | +113.0% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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