+5,095.7%
QLD vs KMI
+99.7%
+4,996.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +3.0% |
| 7D | -10.3% | -10.8% | +0.5% | -4.3% |
| 30D | -26.1% | -5.0% | -21.1% | -24.1% |
| 3M | -17.8% | -3.4% | -14.4% | -16.7% |
| 6M | -15.6% | -3.4% | -12.2% | -15.3% |
| 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% | +51.7% |
| 5Y | +66.7% | +130.1% | -63.4% | +0.3% |
| 10Y | +1,422.1% | +151.9% | +1,270.2% | +741.0% |
| All | +5,095.7% | +99.7% | +4,996.0% | +2,651.4% |
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