+152.0%
QQQM vs KIM
+161.7%
-9.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -0.6% | -1.7% | +1.2% | -0.2% |
| 30D | -1.2% | -3.0% | +1.8% | -0.5% |
| 3M | -0.1% | -8.9% | +8.8% | +1.9% |
| 6M | +18.0% | +2.4% | +15.6% | +16.8% |
| YTD | +16.7% | +18.3% | -1.6% | +11.4% |
| 1Y | +23.0% | +8.2% | +14.9% | +20.0% |
| 3Y | +93.3% | +44.0% | +49.3% | +74.4% |
| 5Y | +96.3% | +37.3% | +58.9% | +82.3% |
| All | +152.0% | +161.7% | -9.6% | +139.1% |
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