+133.5%
QLD vs KMB
+4.7%
+128.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +1.5% | -14.3% | -12.5% |
| 7D | -18.6% | +0.4% | -19.0% | -18.5% |
| 30D | -28.3% | +14.1% | -42.4% | -27.0% |
| 3M | -20.4% | -0.5% | -19.9% | -20.2% |
| 6M | -14.3% | +16.6% | -30.9% | -12.4% |
| YTD | +2.8% | +13.7% | -10.9% | +4.8% |
| 1Y | -1.2% | +16.1% | -17.3% | +0.9% |
| All | +133.5% | +4.7% | +128.8% | +132.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling