+152.0%
QQQM vs KHC
+4.3%
+147.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.8% |
| 7D | -0.6% | -1.0% | +0.4% | -0.5% |
| 30D | -1.2% | +1.9% | -3.1% | -1.4% |
| 3M | -0.1% | +3.2% | -3.3% | -0.5% |
| 6M | +18.0% | +10.0% | +8.0% | +16.7% |
| YTD | +16.7% | +6.7% | +10.0% | +15.7% |
| 1Y | +23.0% | -0.9% | +23.9% | +22.9% |
| 3Y | +93.3% | -13.6% | +106.9% | +94.2% |
| 5Y | +96.3% | -12.8% | +109.1% | +97.6% |
| All | +152.0% | +4.3% | +147.7% | +138.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 10y: compounded portfolio wealth divided by compounded KHC 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…
10y analysis · Full analysis span regression · 6 months rolling