+1,520.2%
QLD vs KMI
+143.2%
+1,377.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.4% | +3.9% |
| 7D | -1.2% | +0.2% | -1.4% | -1.0% |
| 30D | -15.7% | -3.7% | -12.1% | -13.9% |
| 3M | -10.0% | +1.2% | -11.3% | -11.2% |
| 6M | -11.2% | -0.3% | -11.0% | -12.6% |
| YTD | +16.4% | +19.2% | -2.9% | +0.9% |
| 1Y | +12.7% | +21.7% | -9.0% | -3.9% |
| 3Y | +152.3% | +120.4% | +31.9% | +43.1% |
| 5Y | +91.8% | +144.9% | -53.1% | +2.7% |
| 10Y | +1,520.2% | +155.6% | +1,364.6% | +699.0% |
| All | +1,520.2% | +143.2% | +1,377.0% | +699.0% |
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