-48.8%
QID vs KRMN
+17.4%
-66.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -11.3% | +11.8% | -2.4% |
| 7D | -1.9% | -12.9% | +10.9% | -5.2% |
| 30D | +1.7% | -43.3% | +45.1% | -11.9% |
| 3M | -3.9% | -27.2% | +23.3% | -9.6% |
| 6M | -30.0% | -66.8% | +36.8% | -45.7% |
| YTD | -28.2% | -51.9% | +23.6% | -35.7% |
| 1Y | -35.6% | -43.7% | +8.0% | -37.3% |
| All | -48.8% | +17.4% | -66.2% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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