+44.6%
KMB vs QSR
+202.3%
-157.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +0.9% | -2.9% | +3.9% | +1.5% |
| 30D | +10.1% | +4.1% | +5.9% | +9.3% |
| 3M | 0.0% | -0.7% | +0.7% | +0.2% |
| 6M | +15.7% | +0.4% | +15.2% | +15.6% |
| YTD | +12.6% | +13.5% | -0.9% | +10.0% |
| 1Y | +10.1% | +11.0% | -0.9% | +8.0% |
| 3Y | +2.1% | +22.0% | -19.8% | -2.0% |
| 5Y | -0.7% | +57.1% | -57.7% | -8.9% |
| 10Y | +38.5% | +138.3% | -99.8% | +14.1% |
| All | +44.6% | +202.3% | -157.6% | +14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling