+152.5%
QQQM vs KIM
+165.9%
-13.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +1.0% | -1.0% | +2.0% | +1.2% |
| 30D | -0.6% | -1.1% | +0.4% | -0.4% |
| 3M | +1.3% | -5.3% | +6.6% | +2.4% |
| 6M | +18.2% | +3.9% | +14.3% | +16.7% |
| YTD | +16.9% | +20.3% | -3.4% | +11.2% |
| 1Y | +24.0% | +10.4% | +13.6% | +20.4% |
| 3Y | +96.0% | +46.3% | +49.7% | +76.2% |
| 5Y | +95.2% | +37.6% | +57.6% | +80.6% |
| All | +152.5% | +165.9% | -13.4% | +138.7% |
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 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