+133.5%
QLD vs KIM
+58.5%
+75.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -1.0% | -11.8% | -12.3% |
| 7D | -18.6% | +5.0% | -23.5% | -20.1% |
| 30D | -28.3% | +15.8% | -44.0% | -32.7% |
| 3M | -20.4% | +4.3% | -24.7% | -21.7% |
| 6M | -14.3% | +11.4% | -25.7% | -19.4% |
| YTD | +2.8% | +30.8% | -28.0% | -12.2% |
| 1Y | -1.2% | +31.4% | -32.7% | -16.1% |
| All | +133.5% | +58.5% | +75.0% | +84.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling