-47.3%
QS vs KIM
+156.7%
-204.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.8% | -5.8% | -6.1% |
| 7D | -4.2% | -1.0% | -3.3% | -3.6% |
| 30D | -15.7% | -1.1% | -14.6% | -15.1% |
| 3M | -28.7% | -5.3% | -23.4% | -26.8% |
| 6M | -23.2% | +3.9% | -27.2% | -26.1% |
| YTD | -49.9% | +20.3% | -70.2% | -56.6% |
| 1Y | -38.8% | +10.4% | -49.2% | -44.0% |
| 3Y | -24.0% | +46.3% | -70.3% | -43.0% |
| 5Y | -75.6% | +37.6% | -113.2% | -80.1% |
| All | -47.3% | +156.7% | -204.0% | -61.2% |
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