+289.6%
KMB vs QID
-100.0%
+389.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | -2.4% |
| 7D | +0.1% | -1.1% | +1.2% | 0.0% |
| 30D | +10.2% | +14.4% | -4.2% | +12.8% |
| 3M | +1.5% | +6.7% | -5.2% | +2.8% |
| 6M | +16.6% | +2.6% | +14.1% | +17.7% |
| YTD | +12.1% | -24.2% | +36.3% | +8.0% |
| 1Y | +11.1% | -22.3% | +33.4% | +7.6% |
| 3Y | +1.9% | -72.0% | +74.0% | -15.5% |
| 5Y | -1.3% | -78.2% | +76.9% | -17.4% |
| 10Y | +37.8% | -99.1% | +136.9% | -34.7% |
| All | +289.6% | -100.0% | +389.6% | -0.6% |
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