+9,127.5%
QLD vs KMB
+275.5%
+8,852.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.6% |
| 7D | +0.6% | -3.0% | +3.6% | +3.0% |
| 30D | -0.1% | -5.5% | +5.3% | +4.2% |
| 3M | -8.4% | +14.0% | -22.3% | -20.0% |
| 6M | +32.2% | +4.1% | +28.1% | +23.9% |
| YTD | +28.9% | +8.0% | +20.9% | +15.8% |
| 1Y | +43.8% | -13.7% | +57.6% | +53.0% |
| 3Y | +176.6% | -5.9% | +182.5% | +152.2% |
| 5Y | +121.6% | -8.6% | +130.2% | +101.7% |
| 10Y | +1,652.9% | +17.3% | +1,635.6% | +1,012.2% |
| All | +9,127.5% | +275.5% | +8,852.0% | +1,107.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling