+82.1%
QLD vs KMX
-64.6%
+146.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -3.0% |
| 7D | +7.0% | +3.4% | +3.6% | +5.4% |
| 30D | -14.3% | +6.8% | -21.1% | -17.3% |
| 3M | -16.0% | -11.4% | -4.6% | -12.2% |
| 6M | -14.2% | +43.6% | -57.8% | -29.4% |
| YTD | +12.8% | +37.7% | -25.0% | -8.4% |
| 1Y | +14.1% | +53.0% | -38.9% | -12.7% |
| 3Y | +146.0% | -16.3% | +162.3% | +137.9% |
| All | +82.1% | -64.6% | +146.6% | +216.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling