-23.1%
QID vs KIM
+30.6%
-53.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.3% | +2.5% |
| 7D | -7.1% | +0.1% | -7.3% | -7.2% |
| 30D | +12.6% | +14.1% | -1.5% | +6.9% |
| 3M | +14.2% | +6.0% | +8.2% | +10.8% |
| 6M | +6.2% | +13.2% | -7.1% | +3.9% |
| YTD | -21.8% | +30.4% | -52.2% | -26.7% |
| 1Y | -23.1% | +31.0% | -54.2% | -27.7% |
| All | -23.1% | +30.6% | -53.7% | -27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling