-100.0%
QID vs KIM
+67.8%
-167.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -0.6% | +0.4% | -1.1% | -0.4% |
| 30D | 0.0% | -4.0% | +4.0% | -2.1% |
| 3M | +3.7% | +0.5% | +3.2% | +3.6% |
| 6M | -29.9% | +3.6% | -33.5% | -28.5% |
| YTD | -28.8% | +20.4% | -49.2% | -21.4% |
| 1Y | -37.2% | +9.7% | -46.9% | -34.0% |
| 3Y | -73.7% | +46.0% | -119.7% | -66.0% |
| 5Y | -80.7% | +34.4% | -115.2% | -73.4% |
| 10Y | -99.1% | +29.3% | -128.4% | -98.5% |
| All | -100.0% | +67.8% | -167.8% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling