+7,256.1%
QLD vs KIM
+91.2%
+7,165.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -1.0% | -11.8% | -12.2% |
| 7D | -18.6% | +5.0% | -23.5% | -20.6% |
| 30D | -28.3% | +15.8% | -44.0% | -33.9% |
| 3M | -20.4% | +4.3% | -24.7% | -22.5% |
| 6M | -14.3% | +11.4% | -25.7% | -20.2% |
| YTD | +2.8% | +30.8% | -28.0% | -12.5% |
| 1Y | -1.2% | +31.4% | -32.7% | -16.3% |
| 3Y | +135.3% | +57.7% | +77.7% | +79.5% |
| 5Y | +62.6% | +31.7% | +30.9% | +39.6% |
| 10Y | +1,384.3% | +67.4% | +1,316.9% | +863.8% |
| All | +7,256.1% | +91.2% | +7,165.0% | +3,289.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling