+62.6%
QLD vs KMB
+1.5%
+61.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +1.5% | -14.3% | -12.9% |
| 7D | -18.6% | +0.4% | -19.0% | -18.6% |
| 30D | -28.3% | +14.1% | -42.4% | -29.5% |
| 3M | -20.4% | -0.5% | -19.9% | -20.4% |
| 6M | -14.3% | +16.6% | -30.9% | -16.8% |
| YTD | +2.8% | +13.7% | -10.9% | 0.0% |
| 1Y | -1.2% | +16.1% | -17.3% | -4.4% |
| 3Y | +135.3% | +4.7% | +130.6% | +116.6% |
| 5Y | +62.6% | +1.5% | +61.0% | +48.6% |
| All | +62.6% | +1.5% | +61.1% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling