-12.9%
KMB vs QSR
+43.4%
-56.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.7% |
| 7D | -8.6% | -2.4% | -6.2% | -8.1% |
| 30D | -7.5% | +5.7% | -13.2% | -8.7% |
| 3M | -0.6% | +6.9% | -7.6% | -2.1% |
| 6M | -1.5% | +6.9% | -8.4% | -3.2% |
| YTD | +1.6% | +14.9% | -13.3% | -1.8% |
| 1Y | -20.8% | +29.1% | -49.9% | -25.5% |
| 3Y | -12.4% | +26.1% | -38.5% | -17.7% |
| 5Y | -12.9% | +42.3% | -55.2% | -21.4% |
| All | -12.9% | +43.4% | -56.4% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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