-12.7%
KMB vs QS
-57.3%
+44.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.4% | +3.7% | -1.7% |
| 7D | +0.1% | -5.0% | +5.0% | 0.0% |
| 30D | +10.2% | -1.4% | +11.6% | +10.2% |
| 3M | +1.5% | -33.6% | +35.1% | +1.2% |
| 6M | +16.6% | -47.6% | +64.2% | +16.2% |
| YTD | +12.1% | -59.6% | +71.7% | +11.5% |
| 1Y | +11.1% | -73.5% | +84.6% | +10.2% |
| 3Y | +1.9% | -23.0% | +25.0% | +2.7% |
| 5Y | -1.3% | -89.4% | +88.1% | -2.4% |
| All | -12.7% | -57.3% | +44.6% | -12.2% |
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