+121.0%
QLD vs KMB
-8.4%
+129.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.5% |
| 7D | +0.6% | -3.0% | +3.6% | +1.0% |
| 30D | -0.1% | -5.5% | +5.3% | +0.6% |
| 3M | -8.4% | +14.0% | -22.3% | -10.8% |
| 6M | +32.2% | +4.1% | +28.1% | +30.9% |
| YTD | +28.9% | +8.0% | +20.9% | +26.5% |
| 1Y | +43.8% | -13.7% | +57.6% | +48.3% |
| 3Y | +176.6% | -5.9% | +182.5% | +166.4% |
| All | +121.0% | -8.4% | +129.4% | +103.4% |
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