+9,127.5%
QLD vs KIM
+76.0%
+9,051.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.0% |
| 3M | -8.4% | +0.5% | -8.9% | -9.5% |
| 6M | +32.2% | +3.6% | +28.6% | +28.5% |
| YTD | +28.9% | +20.4% | +8.5% | +15.2% |
| 1Y | +43.8% | +9.7% | +34.1% | +34.7% |
| 3Y | +176.6% | +46.0% | +130.6% | +120.1% |
| 5Y | +121.6% | +34.4% | +87.1% | +89.0% |
| 10Y | +1,652.9% | +29.3% | +1,623.6% | +1,217.6% |
| All | +9,127.5% | +76.0% | +9,051.4% | +4,362.0% |
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