+1,542.6%
QLD vs KMX
-3.5%
+1,546.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | +0.5% |
| 7D | +12.5% | 0.0% | +12.5% | +12.5% |
| 30D | -15.7% | +3.5% | -19.2% | -17.5% |
| 3M | -11.9% | -10.4% | -1.5% | -8.2% |
| 6M | -10.3% | +37.6% | -47.9% | -25.5% |
| YTD | +15.6% | +36.1% | -20.5% | -6.4% |
| 1Y | +12.1% | +52.8% | -40.6% | -15.1% |
| 3Y | +150.7% | -17.0% | +167.7% | +141.9% |
| 5Y | +86.6% | -64.7% | +151.3% | +179.0% |
| All | +1,542.6% | -3.5% | +1,546.0% | +1,353.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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