+275.6%
KMB vs QID
-100.0%
+375.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.7% |
| 7D | -3.0% | -0.6% | -2.4% | -3.1% |
| 30D | -5.5% | 0.0% | -5.5% | -5.4% |
| 3M | +14.0% | +3.7% | +10.3% | +15.0% |
| 6M | +4.1% | -29.9% | +33.9% | -1.2% |
| YTD | +8.0% | -28.8% | +36.8% | +2.9% |
| 1Y | -13.7% | -37.2% | +23.4% | -19.5% |
| 3Y | -5.9% | -73.7% | +67.8% | -22.8% |
| 5Y | -8.6% | -80.7% | +72.1% | -25.4% |
| 10Y | +17.3% | -99.1% | +116.4% | -44.9% |
| All | +275.6% | -100.0% | +375.6% | -5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling