-80.8%
QID vs KIM
+37.3%
-118.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | -0.1% |
| 7D | -1.9% | -1.0% | -1.0% | -2.6% |
| 30D | +1.7% | -1.1% | +2.8% | +0.9% |
| 3M | -3.9% | -5.3% | +1.4% | -8.2% |
| 6M | -30.0% | +3.9% | -33.9% | -27.7% |
| YTD | -28.2% | +20.3% | -48.5% | -16.6% |
| 1Y | -35.6% | +10.4% | -46.1% | -30.4% |
| 3Y | -74.3% | +46.3% | -120.6% | -61.4% |
| 5Y | -80.8% | +37.6% | -118.4% | -70.6% |
| All | -80.8% | +37.3% | -118.1% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling