+6,255.7%
QLD vs KMI
+107.5%
+6,148.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.7% |
| 7D | +0.6% | -0.5% | +1.1% | +0.8% |
| 30D | -0.1% | +0.9% | -1.0% | -0.9% |
| 3M | -8.4% | 0.0% | -8.3% | -9.2% |
| 6M | +32.2% | -5.7% | +37.9% | +34.4% |
| YTD | +28.9% | +17.5% | +11.4% | +14.9% |
| 1Y | +43.8% | +22.3% | +21.5% | +24.7% |
| 3Y | +176.6% | +111.9% | +64.7% | +73.0% |
| 5Y | +121.6% | +151.8% | -30.3% | +26.7% |
| 10Y | +1,652.9% | +138.7% | +1,514.3% | +892.8% |
| All | +6,255.7% | +107.5% | +6,148.2% | +3,205.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling