+82.1%
QLD vs KMI
+148.3%
-66.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.3% |
| 7D | +7.0% | +6.5% | +0.5% | +3.1% |
| 30D | -14.3% | -3.4% | -10.9% | -12.7% |
| 3M | -16.0% | +0.4% | -16.4% | -16.7% |
| 6M | -14.2% | -0.9% | -13.3% | -15.2% |
| YTD | +12.8% | +20.5% | -7.7% | -4.3% |
| 1Y | +14.1% | +23.2% | -9.1% | -5.1% |
| 3Y | +146.0% | +121.6% | +24.3% | +23.5% |
| All | +82.1% | +148.3% | -66.3% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling