-100.0%
QID vs KMX
+217.3%
-317.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +3.3% |
| 7D | -7.1% | +3.4% | -10.5% | -5.3% |
| 30D | +12.6% | +6.8% | +5.8% | +17.3% |
| 3M | +14.2% | -11.4% | +25.6% | +8.0% |
| 6M | +6.2% | +43.6% | -37.4% | +32.7% |
| YTD | -21.8% | +37.7% | -59.5% | -2.2% |
| 1Y | -23.1% | +53.0% | -76.1% | +2.3% |
| 3Y | -71.3% | -16.3% | -55.0% | -69.1% |
| 5Y | -77.0% | -64.2% | -12.7% | -81.2% |
| 10Y | -99.0% | -2.8% | -96.2% | -98.1% |
| All | -100.0% | +217.3% | -317.2% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling