-100.0%
QID vs KMX
+261.1%
-361.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | -2.0% |
| 7D | -2.7% | -0.7% | -2.0% | -3.0% |
| 30D | +1.8% | +4.1% | -2.3% | +4.2% |
| 3M | -2.2% | +27.5% | -29.7% | +13.3% |
| 6M | -32.1% | +43.6% | -75.7% | -15.0% |
| YTD | -28.6% | +56.8% | -85.3% | -4.9% |
| 1Y | -36.3% | -1.3% | -35.0% | -32.8% |
| 3Y | -74.4% | -25.4% | -49.0% | -74.3% |
| 5Y | -80.8% | -53.9% | -26.9% | -81.9% |
| 10Y | -99.1% | +0.7% | -99.8% | -98.3% |
| All | -100.0% | +261.1% | -361.1% | -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