-72.2%
QID vs KIM
+66.0%
-138.2%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.7% |
| 7D | -1.1% | -1.0% | -0.1% | -1.5% |
| 30D | +14.4% | +14.8% | -0.4% | +20.9% |
| 3M | +6.7% | +8.1% | -1.5% | +9.8% |
| 6M | +2.6% | +11.7% | -9.1% | +7.6% |
| YTD | -24.2% | +30.7% | -54.9% | -12.8% |
| 1Y | -22.3% | +29.7% | -52.0% | -11.0% |
| All | -72.2% | +66.0% | -138.2% | -63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling