-38.0%
QS vs KIM
+9.4%
-47.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -1.0% |
| 7D | -5.0% | -1.5% | -3.5% | -5.3% |
| 30D | -18.3% | -1.7% | -16.6% | -18.6% |
| 3M | -26.0% | -7.1% | -18.9% | -26.6% |
| 6M | -24.0% | +2.9% | -26.9% | -25.3% |
| YTD | -50.3% | +18.8% | -69.1% | -50.3% |
| 1Y | -38.0% | +9.4% | -47.4% | -33.7% |
| All | -38.0% | +9.4% | -47.4% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling