-81.0%
QID vs KMX
-54.8%
-26.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -1.2% |
| 7D | +1.3% | -3.1% | +4.4% | -0.1% |
| 30D | +2.9% | +4.4% | -1.5% | +5.2% |
| 3M | -0.7% | +18.9% | -19.6% | +8.8% |
| 6M | -29.7% | +44.3% | -74.0% | -14.2% |
| YTD | -27.9% | +58.7% | -86.6% | -6.7% |
| 1Y | -34.6% | +0.1% | -34.7% | -32.1% |
| 3Y | -73.5% | -24.4% | -49.1% | -74.0% |
| All | -81.0% | -54.8% | -26.2% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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