+1,321.3%
QLD vs KMI
+146.5%
+1,174.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +3.0% |
| 7D | -10.3% | -10.8% | +0.5% | -3.7% |
| 30D | -26.1% | -5.0% | -21.1% | -23.9% |
| 3M | -17.8% | -3.4% | -14.4% | -16.6% |
| 6M | -15.6% | -3.4% | -12.2% | -15.4% |
| YTD | +5.4% | +13.1% | -7.7% | -5.6% |
| 1Y | +5.2% | +19.0% | -13.8% | -9.1% |
| 3Y | +139.4% | +106.1% | +33.3% | +41.8% |
| 5Y | +66.7% | +130.1% | -63.4% | -7.1% |
| All | +1,321.3% | +146.5% | +1,174.9% | +627.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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