-12.9%
KMB vs QS
-74.8%
+61.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.6% | +2.5% | -4.1% |
| 7D | -8.6% | -4.2% | -4.4% | -8.6% |
| 30D | -7.5% | -15.7% | +8.1% | -7.5% |
| 3M | -0.6% | -28.7% | +28.1% | -0.6% |
| 6M | -1.5% | -23.2% | +21.7% | -1.6% |
| YTD | +1.6% | -49.9% | +51.5% | +1.5% |
| 1Y | -20.8% | -38.8% | +18.0% | -20.6% |
| 3Y | -12.4% | -24.0% | +11.6% | -12.3% |
| 5Y | -12.9% | -75.6% | +62.7% | -14.1% |
| All | -12.9% | -74.8% | +61.9% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling