+38.7%
KMB vs QSR
+218.5%
-179.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -3.0% | +2.4% | -5.5% | -3.5% |
| 30D | -5.5% | +7.6% | -13.1% | -6.7% |
| 3M | +14.0% | +12.6% | +1.4% | +11.7% |
| 6M | +4.1% | +14.4% | -10.3% | +1.6% |
| YTD | +8.0% | +19.6% | -11.6% | +4.6% |
| 1Y | -13.7% | +33.9% | -47.6% | -18.2% |
| 3Y | -5.9% | +27.1% | -33.1% | -10.5% |
| 5Y | -8.6% | +48.5% | -57.2% | -15.6% |
| 10Y | +17.3% | +126.2% | -108.9% | -2.3% |
| All | +38.7% | +218.5% | -179.8% | +8.9% |
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