+5.2%
QLD vs KMX
+42.7%
-37.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.7% | +2.9% |
| 7D | -10.3% | -7.4% | -2.9% | -9.0% |
| 30D | -26.1% | -3.4% | -22.7% | -25.6% |
| 3M | -17.8% | -11.3% | -6.4% | -16.1% |
| 6M | -15.6% | +30.6% | -46.1% | -20.3% |
| YTD | +5.4% | +33.2% | -27.9% | -2.2% |
| 1Y | +5.2% | +66.7% | -61.5% | -8.0% |
| All | +5.2% | +42.7% | -37.5% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling