+153.2%
QQQM vs KMB
-16.0%
+169.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | 0.0% |
| 7D | +1.5% | -2.7% | +4.2% | +1.7% |
| 30D | -0.7% | -5.0% | +4.4% | -0.3% |
| 3M | +0.4% | +6.6% | -6.1% | -0.2% |
| 6M | +20.1% | +1.0% | +19.1% | +19.8% |
| YTD | +17.2% | +6.0% | +11.3% | +16.4% |
| 1Y | +24.7% | -16.6% | +41.4% | +26.9% |
| 3Y | +96.6% | -8.6% | +105.2% | +95.1% |
| 5Y | +95.0% | -10.9% | +105.9% | +91.3% |
| All | +153.2% | -16.0% | +169.2% | +150.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling