+58.2%
QQQI vs KIM
+31.4%
+26.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | +0.8% | -1.0% | +1.8% | +1.0% |
| 30D | +0.2% | -1.1% | +1.2% | +0.4% |
| 3M | +2.3% | -5.3% | +7.7% | +3.3% |
| 6M | +11.6% | +3.9% | +7.7% | +9.8% |
| YTD | +11.3% | +20.3% | -9.0% | +5.1% |
| 1Y | +17.4% | +10.4% | +7.0% | +13.6% |
| All | +58.2% | +31.4% | +26.8% | +46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling