+41.7%
KMB vs QSR
+202.6%
-160.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.3% |
| 7D | -3.0% | -3.9% | +0.9% | -2.2% |
| 30D | +9.1% | +5.9% | +3.1% | +8.0% |
| 3M | -0.4% | +1.7% | -2.1% | -0.7% |
| 6M | +13.0% | -1.9% | +14.8% | +13.3% |
| YTD | +10.3% | +13.6% | -3.3% | +7.8% |
| 1Y | +8.2% | +13.1% | -4.9% | +5.7% |
| 3Y | +0.4% | +21.8% | -21.4% | -3.7% |
| 5Y | -2.7% | +57.2% | -59.9% | -10.8% |
| 10Y | +35.7% | +138.5% | -102.8% | +11.8% |
| All | +41.7% | +202.6% | -160.9% | +12.2% |
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