+121.0%
QLD vs KMX
-50.1%
+171.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.1% |
| 7D | +0.6% | +1.9% | -1.3% | -0.3% |
| 30D | -0.1% | +11.7% | -11.8% | -5.2% |
| 3M | -8.4% | +34.9% | -43.3% | -20.9% |
| 6M | +32.2% | +50.3% | -18.1% | +6.3% |
| YTD | +28.9% | +63.8% | -34.9% | -1.8% |
| 1Y | +43.8% | +3.8% | +40.0% | +33.4% |
| 3Y | +176.6% | -24.3% | +200.9% | +192.6% |
| All | +121.0% | -50.1% | +171.1% | +191.6% |
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