+139.4%
QLD vs KMI
+102.8%
+36.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.8% |
| 7D | -10.3% | -10.8% | +0.5% | -6.9% |
| 30D | -26.1% | -5.0% | -21.1% | -24.9% |
| 3M | -17.8% | -3.4% | -14.4% | -17.2% |
| 6M | -15.6% | -3.4% | -12.2% | -15.8% |
| YTD | +5.4% | +13.1% | -7.7% | -4.3% |
| 1Y | +5.2% | +19.0% | -13.8% | -7.5% |
| 3Y | +139.4% | +106.1% | +33.3% | +88.9% |
| All | +139.4% | +102.8% | +36.6% | +88.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling