-11.2%
KMB vs QS
-54.8%
+43.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -1.1% |
| 7D | +6.0% | +8.0% | -2.0% | +6.1% |
| 30D | +13.5% | -2.8% | +16.3% | +13.5% |
| 3M | +3.8% | -28.1% | +31.9% | +3.5% |
| 6M | +15.6% | -41.0% | +56.6% | +15.2% |
| YTD | +14.0% | -57.3% | +71.3% | +13.4% |
| 1Y | +12.9% | -72.7% | +85.6% | +12.1% |
| 3Y | +3.7% | -18.6% | +22.4% | +4.6% |
| 5Y | -0.1% | -87.0% | +86.9% | -0.9% |
| All | -11.2% | -54.8% | +43.6% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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