+534.7%
QQQ vs KIM
+63.6%
+471.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | +3.6% | +0.1% | +3.5% | +3.6% |
| 30D | -6.7% | +14.1% | -20.8% | -9.6% |
| 3M | -7.0% | +6.0% | -13.0% | -8.4% |
| 6M | -4.7% | +13.2% | -17.9% | -7.7% |
| YTD | +11.1% | +30.4% | -19.3% | +3.8% |
| 1Y | +12.3% | +31.0% | -18.8% | +4.8% |
| 3Y | +83.3% | +67.6% | +15.7% | +60.4% |
| 5Y | +77.5% | +35.8% | +41.7% | +62.2% |
| All | +534.7% | +63.6% | +471.1% | +410.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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