+82.1%
QQQ vs KMB
-1.6%
+83.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.0% | +2.4% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -7.5% | +10.2% | -17.7% | -8.1% |
| 3M | -3.8% | +1.5% | -5.3% | -3.9% |
| 6M | -3.0% | +16.6% | -19.6% | -4.4% |
| YTD | +12.8% | +12.1% | +0.7% | +11.4% |
| 1Y | +11.6% | +11.1% | +0.5% | +10.3% |
| 3Y | +85.6% | +1.9% | +83.6% | +79.3% |
| 5Y | +82.1% | -1.3% | +83.4% | +73.2% |
| All | +82.1% | -1.6% | +83.7% | +73.2% |
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