-99.1%
QID vs KIM
+33.1%
-132.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +1.8% |
| 7D | +2.7% | -1.5% | +4.2% | +2.1% |
| 30D | +3.3% | -1.7% | +5.0% | +2.5% |
| 3M | -5.5% | -7.1% | +1.6% | -8.8% |
| 6M | -28.4% | +2.9% | -31.3% | -27.4% |
| YTD | -26.6% | +18.8% | -45.4% | -20.4% |
| 1Y | -34.1% | +9.4% | -43.6% | -31.2% |
| 3Y | -73.7% | +44.6% | -118.3% | -67.1% |
| 5Y | -80.7% | +37.9% | -118.6% | -74.4% |
| All | -99.1% | +33.1% | -132.2% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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