-60.8%
QS vs KIM
+177.3%
-238.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.6% | -7.2% | -7.4% |
| 7D | -5.6% | -0.7% | -4.9% | -5.1% |
| 30D | -5.8% | +13.4% | -19.2% | -13.0% |
| 3M | -39.2% | +6.5% | -45.7% | -41.6% |
| 6M | -53.9% | +10.6% | -64.5% | -57.4% |
| YTD | -62.8% | +29.9% | -92.7% | -69.3% |
| 1Y | -73.5% | +29.6% | -103.1% | -78.2% |
| 3Y | -29.1% | +64.1% | -93.1% | -50.5% |
| 5Y | -90.0% | +35.3% | -125.3% | -91.9% |
| All | -60.8% | +177.3% | -238.1% | -72.5% |
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