+43.8%
QLD vs KMB
-14.3%
+58.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | -0.2% |
| 7D | +0.6% | -4.2% | +4.8% | -0.2% |
| 30D | -0.1% | -6.6% | +6.5% | -1.4% |
| 3M | -8.4% | +12.6% | -21.0% | -6.4% |
| 6M | +32.2% | +2.9% | +29.4% | +32.8% |
| YTD | +28.9% | +6.8% | +22.1% | +31.1% |
| 1Y | +43.8% | -14.8% | +58.6% | +44.1% |
| All | +43.8% | -14.3% | +58.2% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 1y: compounded portfolio wealth divided by compounded KMB 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…
1y analysis · Full analysis span regression · 6 months rolling