-100.0%
SQQQ vs KMB
+229.4%
-329.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.3% | -1.4% |
| 7D | -4.2% | -2.7% | -1.4% | -6.5% |
| 30D | +2.4% | -5.0% | +7.5% | -2.1% |
| 3M | -5.7% | +6.6% | -12.2% | -0.4% |
| 6M | -46.6% | +1.0% | -47.6% | -46.4% |
| YTD | -42.7% | +6.0% | -48.7% | -40.1% |
| 1Y | -52.6% | -16.6% | -36.0% | -61.4% |
| 3Y | -89.8% | -8.6% | -81.2% | -90.8% |
| 5Y | -94.7% | -10.9% | -83.8% | -95.0% |
| 10Y | -100.0% | +16.8% | -116.8% | -99.9% |
| All | -100.0% | +229.4% | -329.4% | -100.0% |
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 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