+1,542.6%
QLD vs KIM
+63.0%
+1,479.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | +12.5% | -0.7% | +13.2% | +12.9% |
| 30D | -15.7% | +13.4% | -29.1% | -20.6% |
| 3M | -11.9% | +6.5% | -18.5% | -14.7% |
| 6M | -10.3% | +10.6% | -20.9% | -15.3% |
| YTD | +15.6% | +29.9% | -14.3% | +0.8% |
| 1Y | +12.1% | +29.6% | -17.4% | -2.2% |
| 3Y | +150.7% | +64.1% | +86.6% | +95.0% |
| 5Y | +86.6% | +35.3% | +51.3% | +61.7% |
| All | +1,542.6% | +63.0% | +1,479.5% | +1,042.7% |
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