+372.6%
KNX vs QID
-100.0%
+472.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -2.6% |
| 7D | +2.3% | -1.9% | +4.3% | +1.6% |
| 30D | +0.5% | +1.7% | -1.2% | +1.4% |
| 3M | -14.1% | -3.9% | -10.2% | -14.3% |
| 6M | +19.8% | -30.0% | +49.8% | +7.1% |
| YTD | +32.7% | -28.2% | +61.0% | +20.5% |
| 1Y | +62.3% | -35.6% | +98.0% | +42.3% |
| 3Y | +36.8% | -74.3% | +111.1% | -8.0% |
| 5Y | +41.8% | -80.8% | +122.6% | -2.6% |
| 10Y | +169.7% | -99.2% | +268.8% | -37.3% |
| All | +372.6% | -100.0% | +472.6% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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