+1,351.8%
QLD vs KIM
+64.5%
+1,287.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +3.0% | +2.7% |
| 7D | -10.3% | +4.1% | -14.3% | -11.9% |
| 30D | -26.1% | +16.8% | -42.9% | -31.3% |
| 3M | -17.8% | +5.7% | -23.5% | -20.1% |
| 6M | -15.6% | +9.7% | -25.2% | -20.0% |
| YTD | +5.4% | +30.2% | -24.9% | -8.2% |
| 1Y | +5.2% | +32.1% | -26.9% | -9.1% |
| 3Y | +139.4% | +58.6% | +80.9% | +89.3% |
| 5Y | +66.7% | +31.2% | +35.6% | +45.8% |
| All | +1,351.8% | +64.5% | +1,287.3% | +882.5% |
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