+1,450.1%
QLD vs KMB
+38.4%
+1,411.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.8% |
| 7D | -3.8% | +6.0% | -9.8% | -6.2% |
| 30D | -20.5% | +13.5% | -34.0% | -25.1% |
| 3M | -14.6% | +3.8% | -18.4% | -16.5% |
| 6M | -14.7% | +15.6% | -30.2% | -21.6% |
| YTD | +11.2% | +14.0% | -2.8% | +2.1% |
| 1Y | +7.1% | +12.9% | -5.8% | -1.3% |
| 3Y | +141.1% | +3.7% | +137.4% | +117.2% |
| 5Y | +84.3% | -0.1% | +84.3% | +68.0% |
| 10Y | +1,450.1% | +41.1% | +1,408.9% | +1,092.2% |
| All | +1,450.1% | +38.4% | +1,411.7% | +1,092.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling