+7,256.1%
QLD vs KMB
+295.2%
+6,960.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +1.5% | -14.3% | -13.9% |
| 7D | -18.6% | +0.4% | -19.0% | -19.0% |
| 30D | -28.3% | +14.1% | -42.4% | -36.3% |
| 3M | -20.4% | -0.5% | -19.9% | -21.4% |
| 6M | -14.3% | +16.6% | -30.9% | -27.7% |
| YTD | +2.8% | +13.7% | -10.9% | -12.6% |
| 1Y | -1.2% | +16.1% | -17.3% | -17.9% |
| 3Y | +135.3% | +4.7% | +130.6% | +92.7% |
| 5Y | +62.6% | +1.5% | +61.0% | +33.0% |
| 10Y | +1,384.3% | +40.5% | +1,343.8% | +654.2% |
| All | +7,256.1% | +295.2% | +6,960.9% | +810.9% |
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