+1,628.2%
QLD vs KIM
+27.5%
+1,600.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +0.6% | +0.4% | +0.1% | +0.3% |
| 30D | -0.1% | -4.0% | +3.9% | +1.7% |
| 3M | -8.4% | +0.5% | -8.9% | -9.3% |
| 6M | +32.2% | +3.6% | +28.6% | +29.0% |
| YTD | +28.9% | +20.4% | +8.5% | +16.8% |
| 1Y | +43.8% | +9.7% | +34.1% | +35.8% |
| 3Y | +176.6% | +46.0% | +130.6% | +127.1% |
| 5Y | +121.6% | +34.4% | +87.1% | +94.2% |
| All | +1,628.2% | +27.5% | +1,600.7% | +1,356.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling