+1,351.8%
QLD vs KMB
+36.7%
+1,315.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.4% | +3.3% |
| 7D | -10.3% | +0.5% | -10.7% | -10.6% |
| 30D | -26.1% | +12.4% | -38.4% | -30.1% |
| 3M | -17.8% | +1.0% | -18.7% | -18.7% |
| 6M | -15.6% | +12.1% | -27.7% | -21.5% |
| YTD | +5.4% | +11.6% | -6.2% | -2.4% |
| 1Y | +5.2% | +13.1% | -7.9% | -3.4% |
| 3Y | +139.4% | +1.6% | +137.9% | +117.4% |
| 5Y | +66.7% | -0.3% | +67.0% | +51.1% |
| All | +1,351.8% | +36.7% | +1,315.1% | +1,020.2% |
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