-9.6%
KMB vs QQQI
+57.7%
-67.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | -6.5% | -0.3% | -6.1% | -6.5% |
| 30D | -8.8% | -0.3% | -8.5% | -8.8% |
| 3M | -2.2% | +1.3% | -3.5% | -2.0% |
| 6M | +0.7% | +11.5% | -10.8% | +0.8% |
| YTD | +1.0% | +11.3% | -10.2% | +1.2% |
| 1Y | -20.3% | +16.9% | -37.2% | -20.1% |
| All | -9.6% | +57.7% | -67.3% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQI.
Daily Out/Under-Performance
Portfolio return minus QQQI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQI 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 QQQI 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