+12.9%
KMB vs QS
-74.1%
+87.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -1.0% |
| 7D | +6.0% | +8.0% | -2.0% | +6.0% |
| 30D | +13.5% | -2.8% | +16.3% | +13.2% |
| 3M | +3.8% | -28.1% | +31.9% | +2.9% |
| 6M | +15.6% | -41.0% | +56.6% | +13.5% |
| YTD | +14.0% | -57.3% | +71.3% | +8.2% |
| 1Y | +12.9% | -72.7% | +85.6% | +4.5% |
| All | +12.9% | -74.1% | +87.1% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling