+1,506.2%
QQQ vs KMB
+489.0%
+1,017.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.0% | +2.8% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | -7.5% | +10.2% | -17.7% | -10.4% |
| 3M | -3.8% | +1.5% | -5.3% | -4.6% |
| 6M | -3.0% | +16.6% | -19.6% | -8.4% |
| YTD | +12.8% | +12.1% | +0.7% | +7.4% |
| 1Y | +11.6% | +11.1% | +0.5% | +6.5% |
| 3Y | +85.6% | +1.9% | +83.6% | +77.5% |
| 5Y | +82.1% | -1.3% | +83.4% | +74.5% |
| 10Y | +538.0% | +37.8% | +500.2% | +431.9% |
| All | +1,506.2% | +489.0% | +1,017.2% | +772.7% |
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