-15.8%
KMB vs QS
-44.4%
+28.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.6% |
| 7D | -3.0% | -2.3% | -0.7% | -3.1% |
| 30D | -5.5% | -0.7% | -4.7% | -5.5% |
| 3M | +14.0% | -39.6% | +53.6% | +13.7% |
| 6M | +4.1% | -21.7% | +25.8% | +3.9% |
| YTD | +8.0% | -47.4% | +55.5% | +7.6% |
| 1Y | -13.7% | -28.4% | +14.6% | -13.6% |
| 3Y | -5.9% | -22.6% | +16.7% | -5.2% |
| 5Y | -8.6% | -75.6% | +67.0% | -8.6% |
| All | -15.8% | -44.4% | +28.5% | -15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling