-18.6%
QS vs KIM
+47.7%
-66.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.6% |
| 7D | +2.2% | -0.3% | +2.5% | +2.4% |
| 30D | -8.1% | -1.7% | -6.3% | -7.2% |
| 3M | -27.0% | -0.8% | -26.2% | -27.6% |
| 6M | -16.4% | +4.4% | -20.8% | -20.3% |
| YTD | -46.4% | +21.2% | -67.6% | -54.7% |
| 1Y | -41.1% | +10.5% | -51.6% | -46.5% |
| 3Y | -18.6% | +47.5% | -66.1% | -39.8% |
| All | -18.6% | +47.7% | -66.4% | -39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling