+1,570.9%
QQQ vs KMB
+467.9%
+1,103.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.7% |
| 7D | +0.4% | -3.0% | +3.4% | +1.3% |
| 30D | +0.2% | -5.5% | +5.7% | +1.9% |
| 3M | -2.8% | +14.0% | -16.8% | -7.2% |
| 6M | +18.0% | +4.1% | +13.9% | +15.7% |
| YTD | +17.3% | +8.0% | +9.3% | +13.4% |
| 1Y | +25.6% | -13.7% | +39.3% | +29.4% |
| 3Y | +93.7% | -5.9% | +99.7% | +90.7% |
| 5Y | +94.2% | -8.6% | +102.8% | +91.2% |
| 10Y | +557.9% | +17.3% | +540.6% | +480.8% |
| All | +1,570.9% | +467.9% | +1,103.1% | +821.4% |
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 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