+94.5%
QQQ vs KMB
-14.2%
+108.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | 0.0% |
| 7D | +1.0% | -8.6% | +9.6% | +1.6% |
| 30D | -0.6% | -7.5% | +6.9% | -0.1% |
| 3M | +1.3% | -0.6% | +1.9% | +1.1% |
| 6M | +18.1% | -1.5% | +19.7% | +18.0% |
| YTD | +16.9% | +1.6% | +15.3% | +16.3% |
| 1Y | +24.0% | -20.8% | +44.8% | +27.0% |
| 3Y | +95.6% | -12.4% | +108.0% | +93.8% |
| 5Y | +94.5% | -12.9% | +107.4% | +88.0% |
| All | +94.5% | -14.2% | +108.7% | +88.0% |
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